Re: [EquisMetaStock Group] System Tester question

["Roy Larsen" <rlarsen@xxxxxxxxxx>]

Hi Ross

 

 

Yes you can. Forward reference the entry formula by 1 bar (day) and then apply a Strategic delay of 1 day to the entry. This forces the EST to "consider" the buy one bar before the sell, but the net effect is that execution is on the same bar. You won't get a result for the last bar of data but that's hardly a major problem.

 

That's the theory, and it works. No doubt there are a number of ways to make it go pear shaped though.

 

 

Regards

 

Roy

 

 

 

 

----- Original Message -----

From: jawjahtek

To: equismetastock@xxxxxxxxxxxxxxx

Sent: Friday, June 27, 2008 12:15 PM

Subject: [EquisMetaStock Group] System Tester question

Hi folks,

I remember seeing discussions on entering and exiting a trade on the
same bar, but I cannot find the answer to my question.

My (simple) system:

Enter Long on OPEN (using the Trade Execution option in the System
Tester with "Buy Price" set for "OPEN") when ref(C,-1) > ref(C,-2)

Exit Long on CLOSE (using the Trade Execution option in the System
Tester with "Sell Price" set for "CLOSE") when C = C

I thought this would tell the System Tester to Enter Long on the
Opening Price of a daily bar, then Exit Long on the Closing Price of
the same daily bar. Instead, the System Tester is exiting the Close
of the Next daily bar.

My question:

Can I make the System Tester Enter Long on OPEN and Exit Long on
CLOSE of the same daily bar?

Ross

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