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Preston & Deep Blue,
Thanks for your reply. I am not trying to adopt this cross over system. Till recently I have been testing my system only manually by plotting it on the chart. In my endeavor to make it automatic and so to learn system testing in MS tried this simple formula.
My problem is that the system tester is not showing even a single trade - long or short side though there have been some crossovers in the data of 500 bars taken for testing.
My request is to know what mistake I have made in my approach.
Will appreciate a reply.
Thanks in advance
gv
> To: equismetastock@xxxxxxxxxxxxxxx
> From: no_reply@xxxxxxxxxxxxxxx
> Date: Mon, 28 Dec 2009 21:24:51 +0000
> Subject: [EquisMetaStock Group] Re: System testing - Help sought
>
> gv,
>
> First try more data. Next make an indicator out of your signals and plot those on a chart. I did this and on a bear market chart had to wait for 61 periods before getting a signal.
>
> Hope this helps,
>
>
> Preston
>
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, Vasantha Mohan G Buddaan <bgvmohan@xxx> wrote:
> >
> >
> >
> >
> >
> >
> >
> >
> > Dear All,
> >
> > I am new to system testing. Tried a simple moving average cross over system with all trades on stop & reverse basis.
> >
> > Used the following formula ;
> >
> > Buy : Cross( Mov(C,10,E) , Mov(C,20,E) )
> > Sell : Cross( Mov(C,20,E) , Mov(C,10,E) )
> > Sell Short : Cross( Mov(C,20,E) , Mov(C,10,E) )
> > Buy to Cover : Cross( Mov(C,10,E) , Mov(C,20,E) )
> >
> > Order Type : Market
> > Expiration : Good Till Cancelled
> >
> > When the simulation was run for these parameters for 500 bar data, it reported no trade at all.
> >
> > Can somebody point out the mistakes I have made.
> >
> > gv
> >
> >
> >
> >
> >
> > _________________________________________________________________
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>
>
>
>
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