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[EquisMetaStock Group] Re: system tester



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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
> > 
> > 
> > 
> > 
> > 
> > 
> >
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> > 
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