Sent: Sunday, March 13, 2005 9:36
AM
Subject: Re: [Metastockusers] What to
Look for in a System Test
Scott
Look at each trade one at a time. The results
shown are not accurate. You must calculate the percentage of gain or loss
yourself. Start by deleting all symbols with zero trades.
Martin Blain
Burlington Ontario
----- Original Message -----
Sent: Saturday, March 12, 2005 8:47
PM
Subject: [Metastockusers] What to Look
for in a System Test
O.k.
I have been building system test after system
test, trying several different combinations of indicators. Since I use
EOD data I have given up on getting accurate exit values. I get a
bunch of high losses which I attribute to the
EOD data not exiting until the close.
I assume the object of a system test is to
have more winning trades than loosing ones? I have resorted to adding one
optimization so I can look at the overall system performance on a total $$
basis. The only problem with this is that with the exits being what they
are, my losses are humongous. I have been trying to find a system that is
better than 50/50 but have yet to stumble on anything that yields more
winners than losers.
How do others go about analyzing system tester
results?
Thanks, Scott