PureBytes Links
Trading Reference Links
|
will keep it in mind
Lou
--- In equismetastock@xxxxxxxxxxxxxxx, mgf_za_1999 <no_reply@xxxx>
wrote:
> 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
> >
> >
> >
> >
> >
> >
> >
> -------------------------------------------------------------------
-----------
> > YAHOO! GROUPS LINKS
> >
> > a.. Visit your group "equismetastock" on the web.
> >
> > b.. To unsubscribe from this group, send an email to:
> > equismetastock-unsubscribe@xxxxxxxxxxxxxxx
> >
> > c.. Your use of Yahoo! Groups is subject to the Yahoo!
Terms of
> Service.
> >
> >
> >
> -------------------------------------------------------------------
-----------
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/DldnlA/9M2KAA/U1CZAA/BefplB/TM
--------------------------------------------------------------------~->
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|