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Years ago we used MS system tester a bit and then decided to write our
own system tester. It is a lot better than MS, much, much faster,
tests many times more strategies, cater for more variables and so on.
The downside is that, for each new system, we have to code it up into
a specific format, it is not that interactive and not that easy to
play around with. Yet it has served us well - we have by now
developed a large number of systems around it and regularly fit these
to a huge amount of time series to pick the best. It works for the
longer term, more strategic trader as it is not that active. It tries
to catch general market trends and, although we have quite a few
cyclical models in there, the trend following ones tend to outperform.
We are constantly expanding the number of models that we use as well
as the data that we throw at it, but to some extent it has now reached
maturity - in the sense that, even if we add quite fancy new types of
models, it tends to stick to the usual suspects - moving average type
models. We actually get good results by taking differences of these,
thus, in stead of using something like
Mov(C,20,S) > Mov(C,50,S)
we use something like
ROC(Mov(C,20,S)-Mov(C,50,S),1,$)
and trade when this crosses zero. This is just an example of what I
mean with differences, the model itself is plucked out of thin air
just to explain the difference concept. It applies to many other
things as well. Take an indicator, such as RSI or 'fancy new
indicator #5', add a signal line, and use the difference between the
two or the difference in the signal line or even add two signal lines
and use the difference between them or even difference this yet
another time.
Anyhow, back to the system tester. If you have a fancy system coded
up in MSFL, and want to test it a bit and compare it to other systems,
why not let us know. What we get out of the exercise is that we add a
new system to our existing array, and what you will get is a good
comparison of the system itself and against other trading systems.
Any takers? I'd like to also discuss the system, refinements to it
and the results thereof on this forum, so if you want to keep it
secret, then this offer is not for you, but you can contact me anyhow
and we can do something like that for a fee.
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, "Martin Blain" <martin@xxxx> wrote:
> Lou
> System tester sucks, give up.
> Many other issues that will test your patience.
> Best to do it manually by studying many many charts and looking for
a patterns.
> Martin Blain
> Burlington Ontario
> ----- Original Message -----
> From: loudhoward2
> To: equismetastock@xxxxxxxxxxxxxxx
> Sent: Saturday, July 23, 2005 11:13 PM
> Subject: [EquisMetaStock Group] Re: system tester
>
>
> Hong,
>
> No luck yet in solving my system tester issues. I've put it to a
> side for now but if you have an idea of a potential solution I'd
> love to hear it.
>
> Lou
>
> --- In equismetastock@xxxxxxxxxxxxxxx, steinzhong <no_reply@xxxx>
> wrote:
> > --- In equismetastock@xxxxxxxxxxxxxxx, loudhoward2 <no_reply@xxxx>
> > wrote:
> > > Has anyone come across this problem with the system tester?
> > >
> > > I'm getting consecutive trades one after another for example;
> > >
> > > Buy 19/6/03
> > >
> > > Sell 20/8/03
> > > Buy 20/8/03
> > >
> > > Sell 25/8/03
> > > Buy 25/8/03
> > >
> > > Sell 15/9/03 and so on.
> > >
> > > Notice next the buy is on the same day as the previous sell.
> > >
> > > I've tried for hours trying to isolate the problem code and
> system
> > > tester settings but it's still frustrating me.
> > >
> > > Any ideas?
> > >
> > > Lou
> >
> > Have u solve yr problem? if not, i may be able to help
> >
> > Hong
>
>
>
>
>
>
>
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