Re: Coding Question on Stridsman

[Lance Fisher <truckietrader@xxxxxxxxx>]

JTrader,

I have succesfully used the code on pg 27 of
Stridsman's book w/ 2000i many times. I know nothing
about TS 7.2, but I would guess that the maxbarsback
error is due to your system code and not the code in
the book.

The code is designed to be used w/ a strategy, pasted
below the system rules.

You can move a standard TS performance summary into
XL, but there is really not any "additional" analysis
you could do from there since the report does not
contain the individual trade results for the system.
Saving the "trade by trade" portion of the performance
summary into XL would enable you to calculate your own
performance measures, but it wouldn't be any less
labor intensive than using Stridsman's code and the
trade by trade data wouldn't be in percentage terms
(the advantage of which Stridsman describes on pg 13
of the book).

If you agree with Stridsman's idea that percentage
based performance measures are the way to go, one way
to get similar results from a standard TS system test
is to use constant dollar (rather than constant
contract) position sizing. I prefer to do it in the
code rather than in the costs tab of the Format
Stategy window. For equities you could use something
like this... 

Vars: GrubStake(10000), Num(00);

Num = IntPortion(GrubStake / Close) ;

If "Condition" then Buy Num shares this bar close;

For futures you would need to divide GrubStake by
Margin instead of close.

Good Luck,

Lance Fisher