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Re: [EquisMetaStock Group] Problem with backtesting


  • Date: Sun, 20 Dec 2009 15:26:28 -0500
  • From: Rajiv Vyas <rajiv1@xxxxxxxxx>
  • Subject: Re: [EquisMetaStock Group] Problem with backtesting

PureBytes Links

Trading Reference Links

Anyone? In the EST Orders report on ticker "A", or for that matter any
tickers and any back test I conduct, I get "No results were
generated."



On Mon, Dec 14, 2009 at 5:49 PM, Rajiv Vyas <rajiv1@xxxxxxxxx> wrote:
>
> Hi Roy:
> "No results were generated".
> Rajiv
>
>
> On Mon, Dec 14, 2009 at 3:41 PM, Roy Larsen <rlarsen@xxxxxxxxxx> wrote:
>>
>>
>>
>> Hi Rajiv
>>
>>
>> What does the EST Orders report on ticker "A" tell you?
>>
>>
>> Regards
>>
>> Roy
>>
>>
>> ----- Original Message -----
>> From: Rajiv Vyas
>> To: equismetastock@xxxxxxxxxxxxxxx
>> Sent: Monday, December 14, 2009 12:04 PM
>> Subject: [EquisMetaStock Group] Problem with backtesting
>>
>>
>> I am having some problems with my system backtester. For example, I am trying to test the modified HACO: http://stocata.org/ta_en/haco_mod.html
>>
>> For whatever reason, I am getting no trades on ticker “A”, while the same formula in expert advisor is giving me 14 trade signals and a profit that is slightly more than the buy and hold approach. I am having the same problem with almost every other backtesting systems. Any help is appreciated.
>>
>> The formula I have for backtest is:
>>
>> Buy: Cross(Fml("0 Modified HACO"), .5)
>>
>> Sell: Cross(.5, Fml("0 Modified HACO"))
>>
>> SellShort: Cross(.5, Fml("0 Modified HACO"))
>>
>> Buy to Cover: Cross(Fml("0 Modified HACO"), .5)
>>
>>
>>
>> Thanks,
>>
>>
>>
>> __________ Information from ESET NOD32 Antivirus, version of virus signature database 4684 (20091213) __________
>>
>> The message was checked by ESET NOD32 Antivirus.
>>
>> http://www.eset.com
>>
>>
>> __________ Information from ESET NOD32 Antivirus, version of virus signature database 4687 (20091214) __________
>>
>> The message was checked by ESET NOD32 Antivirus.
>>
>> http://www.eset.com
>>
>> 
>
>
> --
> Rajiv



--
Rajiv
Sent from Kirkland, WA, United States


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