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As provided by Metastock Customer Support, the code that
creates the buy and hold comparison figures in every system test is as
follows:
the buy condition is: Cum(1)=1 <FONT
face=Arial size=2> the sell condition
is: Cum(1)=LastValue( Cum(1) ) <FONT face=Arial
size=2> when you run the test, make
sure all trade delays are turned off.
----- Original Message -----
From: <A
title=dhlinton@xxxxxxxxxxxx href="">David H.
Linton
To: <A title=Metastockusers@xxxxxxxxxxxxxxx
href="">Metastockusers@xxxxxxxxxxxxxxx
Sent: Saturday, December 20, 2003 2:57 PM
Subject: Re: [Metastockusers] buy and hold
I have found the problem.
To run this system test "buy at Ref(C, -250), sell at C",
you must use price data from at least the last 252 periods.
The problem now is why , for any given security in the test,
the profit of my "buy and hold" system does not match the buy and hold profit
that the tester routinely calculates and reports.
David
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
David H.
Linton
To: <A
title=Metastockusers@xxxxxxxxxxxxxxx
href="">Metastockusers@xxxxxxxxxxxxxxx
Sent: Saturday, December 20, 2003 12:04
PM
Subject: Re: [Metastockusers] buy and
hold
Joe
Thanks
That is exactly where I started and I got no results in the
system tester. I still do not know why, but, that does not work.
David
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Joe
Dupcak
To: <A
title=Metastockusers@xxxxxxxxxxxxxxx
href="">Metastockusers@xxxxxxxxxxxxxxx
Sent: Saturday, December 20, 2003 10:06
AM
Subject: RE: [Metastockusers] buy and
hold
<FONT face=Arial color=#0000ff
size=2>David,
<FONT face=Arial color=#0000ff
size=2>With regard to your second question about a 250 day buy and hold
strategy, try putting Ref(C, -250) as your buy criteria and C as your sell
criteria.
<FONT face=Arial color=#0000ff
size=2>Hope this helps
<FONT face=Arial color=#0000ff
size=2>Joe
<FONT face=Tahoma
size=2>-----Original Message-----From: dhlinton
[mailto:dhlinton@xxxxxxxxxxxx]Sent: Saturday, December 20, 2003
6:49 AMTo: <A
href="">Metastockusers@xxxxxxxxxxxxxxxSubject:
[Metastockusers] buy and holdWhen you run a
MetaStock 8.0 system test on a number of systems and a number of
securities, it ranks the systems and, for each stock in each system
gives the buy and hold comparison, but, it does not give the result of
the total buy and hold system.And I can not find buy and hold as a
system in the PS list.I would have thought that the code for a system
to buy long 250 days ago and sell at most recent close would be simple
but I can not figure it out.Help appreciated.Merry
Christmas.DavidTo unsubscribe from this
group, send an email
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