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wabbit:You're probably devoting 100% of your available equity to each trade? and then getting a margin call as soon as the price goes even slightly against you. Just like in real life, if you don't have sufficient margin, your position will be automatically closed by the EST.Use a better position size algorithm.wabbit Thats it. ! That was ...
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I assume by trade log you meant the Order log that you can see in each report?I see Margin call. Is that the problem, coz i cant see that thing anywhere else in the signals. i haven't put any stops. Still no correct answer.:(
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Hi wabbit,Thanks for replying again. If the short entry code is wrong i will try and fix that. But as i said i have no issues with that part of the code.I have problem with the exit. I am ok with the trades being exited one day later than when the signal was generated.The only problem that i think i have is that it is exiting on the wrong logic on ...
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Hi wabbit,
First of all i apologize for the casual description of the problem.
The code and EST is perfectly following the logic in the short entry criteria.
The short exit criteria, however was that it should close when the previous close is lower than the the current close. Close is less than ref(Close,-1).
( For some reasons i am not able
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No, thats my Short exit condition. Its the simplest exit condition that i have used.
If you are referring to the Short Entry code...then its something like:
Ref(Close,-2)> Ref(Close,-3) and
(
Ref(High,-1)-Ref(Low,-1) > 1.0*(Ref(High,-2)-Ref(Low,-2)) and
Ref(Close,-1)) and
(
(Ref(Volume,-1) > Mov(Ref(Volume,-1),OPT2,S)) OR ( Ref(Volume,-1) ...
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Hi i am testing a system where the Short exit is a simple formula that
close
However metastock is not taking this simple formula properly. Following is the chart.
http://i41.tinypic.com/6yih3n.jpg
Kindly note the system enters/exits on the next day of getting the signal.
As you can see that the problem is in 5th signal, it shouldn't have ...
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Hi all,
I am backtesting a system where whenever i go wrong ( i.e. if the trade results in a loss) i double the size of the bet.
So i need to modify the entry size under the Buy order / sell order tab, i tried using Simulation.CurrentPositionPerformance, and Simulation.CurrentPositionSize which resulted in an error.
Can someone ...
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