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[EquisMetaStock Group] Re: System testing - Help sought


  • Date: Mon, 28 Dec 2009 21:24:51 -0000
  • From: pumrysh <no_reply@xxxxxxxxxxxxxxx>
  • Subject: [EquisMetaStock Group] Re: System testing - Help sought

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Trading Reference Links

gv,

First try more data. Next make an indicator out of your signals and plot those on a chart. I did this and on a bear market chart had to wait for 61 periods before getting a signal.

Hope this helps,


Preston





--- In equismetastock@xxxxxxxxxxxxxxx, Vasantha Mohan G Buddaan <bgvmohan@xxx> wrote:
>
> 
> 
> 
> 
> 
> 
> 
> Dear All,
> 
> I am new to system testing. Tried a simple moving average cross over system with all trades on stop & reverse basis.
> 
> Used the following formula ;
> 
> Buy : Cross( Mov(C,10,E) , Mov(C,20,E) )
> Sell : Cross( Mov(C,20,E) , Mov(C,10,E) )
> Sell Short : Cross( Mov(C,20,E) , Mov(C,10,E) )
> Buy to Cover : Cross( Mov(C,10,E) , Mov(C,20,E) )
> 
> Order Type : Market
> Expiration : Good Till Cancelled
> 
> When the simulation was run for these parameters for 500 bar data, it reported no trade at all.
> 
> Can somebody point out the mistakes I have made.
> 
> gv
> 
> 
> 
> 
>  		 	   		  
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