Re: [EquisMetaStock Group] How to run trading system simulations with variable position size?

["Roy Larsen" <rlarsen@xxxxxxxxxx>]

Hi Venkatesh

 

Once you have entered a formula under one of the categories in the System Editor (other than Use Default Size), you can ignore the related options for a New Simulation in the System Testing Options. If you've changed from the Default Size to another setting in the system definition then that category and the related formula is the one that is used when running a simulation, not the option set within the simulation setup.

 

It's confusing because the categories and size options are not greyed out, but the system definition does take precedence over the related simulation settings. Try it and then look at the Orders Report for confirmation that your chosen entry size is working as expected (use say 100 shares as a test - it will be very obvious in the report if the test uses that setting).

 

Roy

 

 

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

From: Venkatesh Chari

To: equismetastock@xxxxxxxxxxxxxxx

Sent: Wednesday, February 17, 2010 8:21 AM

Subject: Re: [EquisMetaStock Group] How to run trading system simulations with variable position size?

 

Thanks Roy. What I did was to use the function button at the right of the entry line to create the formula . So far so good. However,when I "run"a new simulation,I have to choose either points only or Inital Equity . After I choose initial equity,I have to choose either default size or number of units. For number of units, there is no provision for entering a formula there.
Or am I missing something?
Thx

On Wed, Feb 17, 2010 at 3:04 AM, Roy Larsen <rlarsen@xxxxxco.nz> wrote:

 

Hi Venkatesh

 

 

Once you designate a setting other than Use Default Size for the Entry Size option a "function" button at the right end of the entry line becomes enabled (it will be greyed out until you change the default setting). Clicking on that button will open up a text window that's a little more useful than the single entry line. The same type of option is available for defining Limit or Stop Price values.

 

Another way to get the job done is to create position size or price formulas in the Indicator Builder and calling  them using Fml().

 

 

Roy

 

 

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

From: Venkatesh Chari

To: equismetastock@yahoogroups.com

Sent: Wednesday, February 17, 2010 3:09 AM

Subject: [EquisMetaStock Group] How to run trading system simulations with variable position size?

 

Hi,
Does any one know how to use the Enhanced System tester , but with position size that is dependent on say volatility (ATR)?
While I see that the system editor allows formulas to be typed in the tabs BUY ORDER and SELL SHORT ORDER in the box "ENTRY SIZE", looks like this is useless. When I run simulations, I do not chose Points only test. This allows me to enter starting equity , but the number of units field takes only numbers, not formulas. Can someone kindly help?

On Tue, Feb 16, 2010 at 3:51 AM, aonline79 <aonline79@xxxxxxcom> wrote:

 

Hello
Does anyone know how to change the font size when printing Indicator formulas. No matter what I do it wont change. Seems to real small like 8 point.
Thanks

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