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[EquisMetaStock Group] Problem with backtesting


  • Date: Sun, 13 Dec 2009 18:04:29 -0500
  • From: Rajiv Vyas <rajiv1@xxxxxxxxx>
  • Subject: [EquisMetaStock Group] Problem with backtesting

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I am having some problems with my system backtester. For example, I am trying to test the modified HACO: http://stocata.org/ta_en/haco_mod.html

For whatever reason, I am getting no trades on ticker “A”, while the same formula in expert advisor is giving me 14 trade signals and a profit that is slightly more than the buy and hold approach. I am having the same problem with almost every other backtesting systems. Any help is appreciated.

The formula I have for backtest is:

Buy: Cross(Fml("0 Modified HACO"), .5)

Sell: Cross(.5, Fml("0 Modified HACO"))

SellShort: Cross(.5, Fml("0 Modified HACO"))

Buy to Cover: Cross(Fml("0 Modified HACO"), .5)

 

Thanks,

 



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