|
PureBytes Links
Trading Reference Links
|
At 08:26 AM 8/26/01 +1200, you wrote:
>Herman
>
>I have done some work with profit and loss stops in the past, and am
currently working on another
>specific profit/loss stop. I have never checked my results against MS with
regard to profit and loss
>stops so have nothing to offer at this point. Obviously I have tested that
the equity curve is
>correct in terms of the price exit points, but as I use fixed equity for
all my testing only the
>first trade relates to the MS equity curve anyway.
>
>As I evolve the current stop over the next few days I will compare it
against MS as best I can and
>report my results.
Thanks Roy, I usually try to add some redundant code to my routines for
testing and verification purposes so that I can compare their performance
with MS canned functions. Same with the stops ... I always doubt my ability
and am "happier" when my results agree with MS. In this business a simple
mistake can cost a lot of money :-)
Look forward to hearing how it works out for you,
Thanks for the feedback,
Herman.
>Roy
>
>PS Using a secondary trade flag to remember the entry bar independently of
any equity calculation
>can be useful for very short trades, but it tends to lose its usefulness
for longer trades where the
>primary trade calculation is stopped out and a new trade entered (and thus
a new reference price for
>the stop is required), while the secondary flag is still looking for a
normal exit to the first
>trade. I sure you know all this so please don't be offended by the
suggestion.
>
>> Has anybody succeeded handcoding the Maximum Loss and Profit Target Stops
>> such that System Tester Stop results are identical to using the custom
>> coded stops?
>>
>> I am having great difficulty getting similar results and would appreciate
>> any suggestions or pieces of code that can help me.
>>
>> Thanks!
>> Herman.
>>
>>
>>
>
>
|