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Bryan,
Why would the system have ZERO Gross Profit and yet show a Gross Loss? Is
the Gross Loss equal to your (slippage + commission) x 6?
If it is then your answer is simple - Tradestation does not have the correct
value for a point move in your symbol. I don't know what you need to set it
to for stocks but playing around with it should give you the right answer in
a few minutes.
Regards,
Robert
-----Original Message-----
From: Bryan Mulholland [mailto:speculator@xxxxxxxxxxxxx]
Sent: 24 June 2001 11:16
To: speculator@xxxxxxxxxxxxx
Subject: [RT] Tradestation Strategy Report Problem....
Hello Everyone,
I have been at it night and day, striving for that somewhat perfect system
that I could call my own, and no matter what I did, I could not get over 10%
profit in any system I was creating. Well, I had a look at an existing
system that I had, which has shown profit for other people, and I am still
at a loss. But the funny thing is, that the Strategy report is wrong! Check
out this picture... How could this be?
Total Winning Trades: 3
Total Losing Trades: 2
Total Break-Even Trades: 1
AND THIS IS THE ABERRATION SYSTEM ON 60MIN BARS!!!!!!
But the Strategy reports all trades as losing trades and a return on
account of -91% and a profit factor of 0.00%! What is this programs
problem! And the frustration of all the hard work I did, trying to make a
profitable system, and come to find out that it was not my systems that were
screwed up, it was the back testing.
Are the any solutions to this? Has anyone ever encountered this before????
Bryan K. Mulholland
Mulholland Financial Corporation
E-Mail: Speculator@xxxxxxxxxxxxx
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