What is the filter you are using? I write my explorers a little different. I use the Columns for the test and the filter to check if the column has passed the test. This way I can sort the report based on the filter. Most all my explorer formulas are stand alone indicators so I can also use my explorer criteria in expert advisors alerts and symbols and I can "at a glance" see just what the trades would have been. Following is how I would use your system.
ColA: Date - DayOfMonth() Indicates the last date of data loaded. - In all my systems to show I am looking at current data for the specific data. Anything more than 1 day old needs to be checked manually for symbol change.
ColB: Close - Used for sorting shorting security (currently $40)
Col C: Buy - if( Cross( Mov(C,10,E) , Mov(C,20,E) ),1,0)
Col D: Sell - if(Cross( Mov(C,20,E) , Mov(C,10,E) ),1,0)
Col E: Sell Short - If(Cross( Mov(C,20,E) , Mov(C,10,E) ),1,0)
Col F: Cover Short - If(Cross( Mov(C,10,E) , Mov(C,20,E) ),1,0)
Col G: Initial Selection Filter If(fml("SelectVal"),1,0)
If you want to minimum price buy, use something like the following. I have it in the SelectVal.
Col C: Buy - if(CLOSE > 1.5 AND Cross( Mov(C,10,E) , Mov(C,20,E)),1,0)
If you want to minimum price shorts, use something like the following.
Col E: Sell Short - if(CLOSE > 40 AND Cross( Mov(C,20,E) , Mov(C,10,E) ,1,0)
Folllowing is the filter. This way I can "one-click" the sort based on what I am looking for.
Filter: colG = 1 AND (colC=1 OR colD=1 OR colE=1 OR colF=1)
SelectVal = If(((Mov(V,10,S)*100)*C)>250000 AND C>1.5 AND Mov(V,10,S)>1500,1,0)
Unless you have a way of tracking your entries and exits, with your sell and sell shorts being identical, you could get rid of one of them. Same with the buy and cover shorts. Personally, unless you are looking to blindly be flipping from long to short I would have some other type of filter to let the security "breathe" a little. Maybe a RSI <20 or > 80 type thing. Or an ROC. All depends you what you recognize and react to in a profitable way.
This approach will also "at-a-glance" tell you what the market is doing. i.e. you have 80% long signals, market is going up. Opposite for shorts.
Let you imigination be your guide. Following is a colA from one of my old explorers.
If((FmlVar("Doji Inertia Flags","BULLINERTIAFLAG") = 1 AND FmlVar("Doji Inertia Flags","FLATINERTIAFLAG") = 0) AND
(Ref(FmlVar("***Heikin-Ashi I","HAOPEN"),-1) >= Ref(FmlVar("***Heikin-Ashi I","HACLOSE"),-1) OR Ref(FmlVar("***Heikin-Ashi Ext","HAEXT2"),-1) <= Ref(FmlVar("***Heikin-Ashi Ext","HAEXT1"),-1) OR Ref(FmlVar("***Heikin-Ashi I","HACLOSE"),-1) < Ref(FmlVar("DSR Mean","DSRM"),-1) OR Ref(FmlVar("***DDI","PriceLine"),-1) <= Ref(FmlVar("***DDI","SignalLine"),-1) OR Ref(FmlVar("***DDI","PriceLine"),-1) <= Ref(FmlVar("***DDI","MBANDMA"),-1) OR Ref(FmlVar("***DDI","PriceLine"),-1) <= 50 OR Ref(Stdev(CLOSE,7),-1) <= .005 OR Ref(FmlVar("***Range Factor","RFMA"),-1) <= .04) AND
(FmlVar("***Heikin-Ashi I","HAOPEN") < FmlVar("***Heikin-Ashi I","HACLOSE") AND FmlVar("***Heikin-Ashi Ext","HAEXT2") > FmlVar("***Heikin-Ashi Ext","HAEXT1") AND FmlVar("***Heikin-Ashi I","HACLOSE") >= FmlVar("DSR
Mean","DSRM") AND FmlVar("***DDI","PriceLine") > FmlVar("***DDI","SignalLine") AND FmlVar("***DDI","PriceLine") > FmlVar("***DDI","MBANDMA") AND FmlVar("***DDI","PriceLine") > 50 AND Stdev(CLOSE,7) > .005 AND FmlVar("***Range Factor","RFMA") > .04),1,0)
Hope it helps
D
D
EGO Sum Qua EGO Sum
"A corporation's primary goal is to make money. Government's primary role is to take a big chunk of that money and give it to others." —Larry Ellison
--- On Mon, 12/28/09, pumrysh <no_reply@xxxxxxxxxxxxxxx> wrote:
From: pumrysh <no_reply@xxxxxxxxxxxxxxx>
Subject: [EquisMetaStock Group] Re: System testing - Help sought
To: equismetastock@xxxxxxxxxxxxxxx
Date: Monday, December 28, 2009, 9:34 PM
gv, Use the dates of the data you are using and not the bars option. Preston --- In equismetastock@ yahoogroups. com, Vasantha Mohan G Buddaan <bgvmohan@xx .> wrote: > > > Preston & Deep Blue, > > Thanks for your reply. I am not trying to adopt this cross over system. Till recently I have been testing my system only manually by plotting it on the chart. In my endeavor to make it automatic and so to learn system testing in MS tried this simple formula. > > My problem is that the system tester is not showing even a single trade - long or short side though there have been some crossovers in the data of 500 bars taken for testing. > > My request is to know what mistake I have made in my
approach. > Will appreciate a reply. > > Thanks in advance > > gv > > > > > To: equismetastock@ yahoogroups. com> > From: no_reply@xxxxxxxxxx s.com> > Date: Mon, 28 Dec 2009 21:24:51 +0000 > > Subject: [EquisMetaStock Group] Re: System testing - Help sought > > > > 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@ yahoogroups. com, Vasantha Mohan G Buddaan <bgvmohan@> 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 > > > > > > > > > > > > > > > > > > ____________ _________ _________ _________ _________ _________ _ > > > Windows 7: Find the right PC for you. Learn more. > > > http://windows. microsoft. com/shop> > > > > > > > > > > > > ------------ --------- ---------
------ > > > > Yahoo! Groups Links > > > > > > > > ____________ _________ _________ _________ _________ _________ _ > New Windows 7: Simplify what you do everyday. Find the right PC for you. > http://windows. microsoft. com/shop>
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