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Hi John
Your condition to buy includes the CLOSE of the current bar, Ref(C,0), and yet your system appears to be buying on the OPEN without a delay. That means that your entry condition is taken at the beginning of a trading bar using the price from the end of that same trading bar (using future information for present action). Try delaying the buy by one bar and see what difference that makes.
Regards
Roy
www.metastocktips.co.nz
----- Original Message -----
From: John kalamaria
To: equismetastock@xxxxxxxxxxxxxxx
Sent: Wednesday, January 30, 2008 7:12 AM
Subject: [EquisMetaStock Group] Pattern Trading System Help
Dear Listmembers,
I am kinda of a newbie, so please excuse the questions:
(i) I tried to do the following test on the System Tester, but I get the feeling I did something wrong.
Condition to buy the S&P mini futures: (Ref(c,-2) > Ref(c,-1)) AND (Ref(c,-1) > Ref(c,-3)) AND (Ref(c,-3) > Ref(c,0))
Buy: Open
Exit: 4% from entry price
Take Profit: 2% from entry price
However my equity curve was almost a 45 degree line up !!!
I cant find what I did wrong. I am guessing that I did not program
the entry correctly (i.e. buy at the open)
Please find attached a photo (1) of my entry
a photo of my exit (2)
and the equity curve (3)
a. Did I program the entry correctly ?
b. Why is the equity curve like that ?
c. How can I UNPLOT the trades from the S&P chart ?
(ii) does any know if there is a manual that explains the functions of the Enhanced System Tester ?
Thank you so much
John
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