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Super,
I am
only cautiously optimistic I can make any money with this system. I have been
paper trading it this month with decent results but I don't think I am capturing
slippage properly. I need some education on placing large (for me)
orders.
I will
go back and search the forum for documented differences between 8.0 and
8.01.
Thanks
again for taking the time to try and help me and others, I know how valuable
time is.
Scott
Okay, good luck with the system. In three
years, you can tell us how
much you've made. Get the results audited, and
you can sell the system
to the less fortunate.
Next time you run
tests year by year use the calendar year. I've run
into some problems with
test results that used starting dates in the
middle of the year.
Intuitively, it doesn't seem like it would matter,
but I've seen a few
systems tests where it did make a difference.
--- In
Metastockusers@xxxxxxxxxxxxxxx, "Scooter" <mariani@xxxx> wrote:
>
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
> -----Original
Message-----
> From: Metastockusers@xxxxxxxxxxxxxxx
>
[mailto:Metastockusers@xxxxxxxxxxxxxxx]On Behalf Of Roy
Larsen
> Sent: Thursday, April 14, 2005 8:50
PM
> To: Metastockusers@xxxxxxxxxxxxxxx
>
Subject: Re: [Metastockusers] Re: System Tester Results (Redu)
Idea
for
> 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@xxxx>
> 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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