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Re: [EquisMetaStock Group] Succesful system test



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Lars

Here's two of your problems for a start

Entry trade price Low
Exit trade price High

How do you plan to pick the tops and bottoms for each bar? Why don't you
reverse these and see how the test performs. Buying and selling at the worst
price is something I do far better than buying and selling at the best
price.

On the Aussie market most times its only possible to buy or sell at the best
price if one is positioned at exactly the right place in the best price
queue at exactly the right moment. Otherwise it's an impossible dream.

Roy



----- Original Message -----
From: "Lars Widlund" <Lars.Widlund@xxxxxxxxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Cc: <Metastockusers@xxxxxxxxxxxxxxx>
Sent: Monday, December 02, 2002 12:59 AM
Subject: [EquisMetaStock Group] Succesful system test


> Hello.
> I have made an system tester that seems to be very succesful. 98,8%
winning
> trades but I think something is wrong.
>
> Is there someone who can help me to discover what is wrong.
>
> Lars.
>
>
> System notes
>
> Enter long IND:=StochMomentum(34,1,1);
>
> FAST:= IND;
> SLOW:=Mov(IND,2,W);
>
> Cross(FAST,SLOW)AND FAST>SLOW ;
> Close long IND:=StochMomentum(34,1,1);
>
> FAST:= IND;
> SLOW:=Mov(IND,2,W);
>
> Cross(SLOW,FAST)AND FAST<SLOW;
>
> Breakeven stop Long positions only.
> Floor level at 0.0 Points.
> Inactivity stop Long positions only.
> Minimum change of 0.0 Points over 0 periods.
> Trailing stop Long positions only.
> Profit risk of 5 Percent, ignoring 0 periods.
> Profit target stop Long positions only.
> Profit target of 0.0 Points.
> Maximum loss stop Long positions only.
> Maximum loss of 5 Percent.
>
> Initial equity 10000
> Positions Long
> Entry trade price Low
> Entry trade delay 0
> Exit trade price High
> Exit trade delay 0
> Entry commission 10 points
> Exit commission 10 points
> Interest rate 3.1%
> Margin req. 100%
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