Re: [EquisMetaStock Group] Problem with backtesting

[Rajiv Vyas <rajiv1@xxxxxxxxx>]

Hi Roy:

"No results were generated".

Rajiv

 

On Mon, Dec 14, 2009 at 3:41 PM, Roy Larsen <rlarsen@xxxxxxxxxx> wrote:

 

Hi Rajiv

 

 

What does the EST Orders report on ticker "A" tell you?

 

 

Regards

 

Roy

 

----- Original Message -----

From: Rajiv Vyas

To: equismetastock@xxxxxxxxxxxxxxx

Sent: Monday, December 14, 2009 12:04 PM

Subject: [EquisMetaStock Group] Problem with backtesting

 

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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--
Rajiv

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