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Dear All,
I wish to compute the system tester so that it could automated back
test all the data to buy on open and sell on close at the SAME day
say Wednesday. I try the followings steps :
1. In the System Editor, on both the Buy Order and the Sell
Short Order tabs:
- set the Strategic delay to 1 Day.
- put Ref( , +1) around your formula condition. for
example, if the current formula is:
DayofWeek()=3
change it to:
Ref( DayofWeek()=3, 1 )
- Leave the Sell Order and Buy to Cover Order
Strategic delay set at 0.
- Leave the formulas for Sell Order and Buy to Cover
Order as originally coded.
2. When running a new simulation, under System Testing
Options | More | Trade Execution, uncheck Realistic Market Prices.
3. Set both the Buy Price and Sell Short Price to Open.
4. Set Sell Price and Buy to Cover Price to either Close, or
High/Low (with appropriate slippage).
5. Set Delay order opening to 0 bars.
The result was buy THIS Tuesday and sell THIS Wednesday. I have
tried to adjust the formula here and there but I just can't figure
it out. The symbol for green up arrow should on the SAME day as the
red exit symbol.
For example. If 17/02/2004 Wednesday Open = 828.3300 and Close =
845.8000. I would like the result shown 845.8000 - 828.3300 = +17.47
thus mean 17.47 points of profit for today. Then follow by next
wednesday, the next 2 wednesday and the next N numbers of wednesday
until the whole result compute so that from historical data. I knew
the Probability of How Wednesday performance is.
I attached below the part of the result I generated based on your
given instruction, I have Set the Entry Price on Open and delay 0 ;
and Exit Price on Close and delay 0 :
Bar Number Date Time Ending Position Open Close Current Equity
Change in Equity
476 17/02/2004 00:00:000 Long 828.3300 845.8000 -33.6904 0.0000
477 18/02/2004 00:00:000 Out 847.3200 857.1500 -4.8704 28.8200
478 19/02/2004 00:00:000 Out 859.6800 858.6600 -4.8704 0.0000
479 20/02/2004 00:00:000 Out 859.3600 861.7200 -4.8704 0.0000
480 24/02/2004 00:00:000 Long 864.0000 874.8200 -4.8704 0.0000
481 25/02/2004 00:00:000 Out 875.7400 872.0300 3.1597 8.0300
482 26/02/2004 00:00:000 Out 872.3700 885.3400 3.1597 0.0000
483 27/02/2004 00:00:000 Out 886.1100 879.2400 3.1597 0.0000
484 01/03/2004 00:00:000 Out 878.1700 882.0700 3.1597 0.0000
485 02/03/2004 00:00:000 Long 884.2900 894.4500 3.1597 0.0000
486 03/03/2004 00:00:000 Out 892.8400 877.2000 -3.9303 -7.0900
487 04/03/2004 00:00:000 Out 879.5300 882.3300 -3.9303 0.0000
488 05/03/2004 00:00:000 Out 882.9800 886.1500 -3.9303 0.0000
489 08/03/2004 00:00:000 Out 885.6500 880.8500 -3.9303 0.0000
490 09/03/2004 00:00:000 Long 879.7900 882.9600 -3.9303 0.0000
491 10/03/2004 00:00:000 Out 880.8700 875.8300 -7.8903 -3.9600
492 11/03/2004 00:00:000 Out 872.7900 879.5000 -7.8903 0.0000
493 12/03/2004 00:00:000 Out 878.1300 884.5500 -7.8903 0.0000
494 15/03/2004 00:00:000 Out 884.5100 890.2900 -7.8903 0.0000
495 16/03/2004 00:00:000 Long 889.6900 885.7000 -7.8903 0.0000
496 17/03/2004 00:00:000 Out 886.9700 890.1400 -7.4402 0.4500
497 18/03/2004 00:00:000 Out 892.9600 901.4700 -7.4402 0.0000
498 19/03/2004 00:00:000 Out 903.4200 904.4500 -7.4402 0.0000
499 22/03/2004 00:00:000 Out 916.7500 908.9600 -7.4402 0.0000
500 23/03/2004 00:00:000 Out 906.5300 897.8700 -7.4402 0.0000
Please assist me to figure it out, thanks a lot.
regards,
Desmond
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