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Roy,
I was
afraid of that.
Super,
Thanks
for the detailed explanation. Guess I am SOL.
Here
are the overall portfolio profits each year for 10 years. Based on $20,000
initial with 100% available equity invested.
| Test # |
Description |
OPT1=2 |
OPT1=3 |
| Simulation 26 |
|
|
|
| Simulation 33 |
Tickers from 4/13/95 to 4/13/96 |
$56,191.43 |
$50,938.91
|
| Simulation 34 |
Tickers from 4/13/96 to 4/13/97 |
$57,085.49 |
$16,903.62
|
| Simulation 35 |
Tickers from 4/13/97 to 4/13/98 |
$77,511.63 |
$114,957.57
|
| Simulation 36 |
Tickers from 4/13/98 to 4/13/99 |
$71,420.85 |
$98,303.31
|
| Simulation 37 |
Tickers from 4/13/99 to 4/13/00 |
$209,405.87
|
$290,114.33
|
| Simulation 38 |
Tickers from 4/13/00 to 4/13/01 |
$1,615.60 |
($29,693.35) |
| Simulation 39 |
Tickers from 4/13/01 to 4/13/02 |
$152,639.93
|
$158,116.91
|
| Simulation 40 |
Tickers from 4/13/02 to 4/13/03 |
($11,963.12) |
$106,714.19
|
| Simulation 41 |
Tickers from 4/13/03 to 4/13/04 |
$160,324.40
|
$234,187.23
|
| Simulation 42 |
Tickers from 4/13/04 to 4/13/05 |
$85,159.69 |
$139,048.32
|
|
|
$859,391.77 |
$1,179,591.04 |
I
don't have the time to manually move the individual data to excel at this
time.
Thanks
again, Scott
Scott
Somewhere I got the impression
you were using MS 8.0. I may be wrong but I don't think it's possible
to
copy System Tester results from 8.0. I think that was one of the bugs fixed
with 8.01. The "copy
to clipboard" option certainly works for 9.0, though
Ctrl+C doesn't seem to work. Once pasted to the
clipboard Crtl+V works OK
for pasting into Excel.
Kind regards
Roy
Larsen
www.metastocktips.co.nz
Free formulas and MS
links
----- Original Message -----
From: "Scooter"
<mariani@xxxxxxxxxx>
To:
<Metastockusers@xxxxxxxxxxxxxxx>
Sent: Friday, April 15, 2005 11:15
AM
Subject: RE: [Metastockusers] Re: System Tester Results (Redu) Idea for
Scott
> If only it was that easy. I can not get the data out of
MS, short of
> manually transferring every symbol. I select the results
but the only right
> mouse click option is "discard". I have tried all
the Windows tricks I know,
> no luck.
> Scott
>
-----Original Message-----
> From:
Metastockusers@xxxxxxxxxxxxxxx
>
[mailto:Metastockusers@xxxxxxxxxxxxxxx]On Behalf Of John
> Sent:
Thursday, April 14, 2005 6:19 PM
> To:
Metastockusers@xxxxxxxxxxxxxxx
> Subject: [Metastockusers] Re:
System Tester Results (Redu) Idea for
Scott
>
>
>
> I'm sorry Scott, I meant to say
copy results from the system tester,
> not the explorer. You open
your test results page and follow the steps
> I've explained.
Highlight the results you want to transfer to excel,
> copy to the
clipboard, etc.
>
>
>
>
>
> --- In
Metastockusers@xxxxxxxxxxxxxxx, "Scooter" <mariani@xxxx>
wrote:
> > Super,
> > Thanks for taking some
time to help me!
> >
> > I know how to get the
results from the Explorer, I do not know how
> to
get
> > the results from the System Tester.
> >
I am excited to try what you suggest but need a little more help
to
> start.
> >
> >
Scott
> > -----Original Message-----
>
> From: superfragalist [mailto:jackolso@xxxx]
>
> Sent: Thursday, April 14, 2005 11:05 AM
>
> To: Metastockusers@xxxxxxxxxxxxxxx
>
> Subject: [Metastockusers] System Tester Results (Redu) Idea
for Scott
> >
> >
>
>
> > Scott,
> >
>
> Here's an idea that you can use to test your theory. I
explained how
> > to copy results from an
exploration into excel and then from excel
> > back
into various MS lists.
> >
> > Run
your systems test year by year on your expert.
>
>
> > Sort the test alphabetically, and then
copy the entire test for each
> > year into a new
excel worksheet for that year.
> >
>
> From each worksheet copy the symbol and it's annual
percentage return
> > into a new worksheet. Once
you have delete symbols that don't match
> > across
all ten columns, you can delete all of the symbols except the
>
> first year's. You'll be left with a year by year comparison
of the
> > return on each symbol with your
expert.
> >
> > You can then see
which symbols were consistently profitable and which
>
> one weren't. This will answer your question.
>
>
> >
> >
> >
>
>
> > --- In Metastockusers@xxxxxxxxxxxxxxx,
"Scooter" <mariani@xxxx> wrote:
> > >
Super,
> > > I did read Mr. Wright's series of
articles as you suggested
> > previously.
I
> > > found it very informative. I found that
I was already doing many
> of the
> >
> things he suggested in developing a system. I have applied many
of
> > the ideas
> >
> he talked about since reading the articles, more like a
book!
> > >
> > >
He does not address the validity of throwing out losers, based on
a
> > system
> > >
test, from an available list of potential stocks to trade.
>
> >
> > > I know there are a
cagillion system developing books to read. I will
>
> pick up
> > > a few to read
when I have the time.
> > >
>
> > Can you C&P system test results from
MS8.0?
> > >
> > >
Scott
> > >
> >
>
> > > -----Original
Message-----
> > > From: superfragalist
[mailto:jackolso@xxxx]
> > > Sent: Wednesday,
April 13, 2005 8:34 PM
> > > To:
Metastockusers@xxxxxxxxxxxxxxx
> > > Subject:
[Metastockusers] Re: System Tester Results (Redu)
>
> >
> > >
>
> >
> > > Looks
like you're using the systems tester without much
> knowledge
of
> > > systems
development.
> > >
>
> > Read a few books on system design and then
you'll see you're
> wasting
> >
> your time.
> > >
>
> > There's a very good article on this coming
up in the May issue of
> > > Roy's
newsletter.
> > >
> >
> Don't ask for book recommendations because one book won't do
it.
> > > You'll need to read around
a dozen or so systems development
> books to
>
> > get a really good take on how things work.
Once you've done that,
> > > you'll
soon figure out that using TA by itself is not the best
>
method
> > > for picking stocks to
trade, the performance of any system
> based on TA
>
> > is going to dramatically change each year
with a lot of losing
> years,
> >
> there are no indicators that work even reasonably well across
a
> > > variety of stocks or in
changing market conditions, and searching
> >
> thousands of stocks every night for something to trade is
in
> the long
> > > run
a losing idea.
> > >
>
> > Does that mean you can't make money using
TA. You can, but you
> have to
> >
> have a well thought out strategy and apply the
strategy
> appropriately
> >
> for the market conditions.
> >
>
> > > I'm amazed at how many
people that refuse to spend a dime on
> >
> education, information, good data or anything else that might
help
> > > them, but they'll pay a
guru thousands for useless trading
> methods or
>
> > lose thousands more making bad trades. It's
baffaling.
> > >
> >
> You can read Charlie Wright's series of articles
called
> Trading as a
> >
> Business. That will give you some basics about how to
approach
> this.
> > >
Read all the articles in the series. They all have something
>
important
> > > to
say.
> > >
> >
> http://www.elitetrader.com/tr/index.cfm?s=17
>
> >
> > > Give
Roy's newsletter a try. It's all about MS with the code for
>
> > everything discussed in it. You'll learn
more from that in a
> few hours
> >
> of reading the back issues than you will from playing with
the
> systems
> > >
tester for next few years.
> > >
>
> > www.metastocktips.co.nz
>
> >
> > >
>
> >
> > >
>
> >
> > >
>
> >
> > > --- In
Metastockusers@xxxxxxxxxxxxxxx, "Scooter"
> <mariani@xxxx>
wrote:
> > > >
O.k.,
> > > > I have finally
cooked the indicators enough (nothing new) to
> come
up
> > > with a
>
> > > system that is profitable over several
different period back
> tests,
> >
> at least
> > > >
in MS. My question is, do I remove the loosing or zero trade
>
tickers
> > > from my
>
> > > potential list of tradable tickers I
will run my Exploration
> on when
> >
> looking
> > > >
for a new trading opportunity? MS seems to be keen on "cleaning
>
> up" by
> > > >
removing the losers. Doesn't make sense to me to say because the
>
> > tickers did
> >
> > not hit or make a profit over x amount of periods they
will not
> > make a
> >
> > profit in the future. Or does it increase my
potential
> > profitability by
>
> > > removing them? Can I somehow export the
remaining ticker
> symbols to
> >
> excel or
> > > >
csv so I can adjust my HSQuote list accordingly?
>
> > > Thanks, Scott
>
> >
> > >
>
> >
> > >
>
> >
> > >
>
>
>
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