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  • simulation.currentpositionage on intraday

    Is there any problem with using simulation.currentpositionage on intraday tests? I am having tests go on forever or end saying test had errors, showing no results. The usage is under exit rules in system tester, saying simulation.currentpositionage=opt1 with options set for 2-50..?thanks :)
    Posted to MetaStock (Forum) by manatrader on August 20, 2009
  • degree of slope

    Is there a function that defines a degree of slope, how steep it is?Thanks!
    Posted to MetaStock (Forum) by manatrader on August 13, 2009
  • system tester error - target and max loss stops

    I have noticed in reviewing system test results that if orders are set to be entered on the close, the system tester will exit on the same price bar if any stop criteria are met, jumping ''back in time'' to exit on the same bar which was entered at the close, using prices not present in subsequent price bars. This is true for a large number of ...
    Posted to MetaStock (Forum) by manatrader on July 3, 2009
  • Re: mid-month, mid-hour test rules

    Bump bump.. After changing my computer time as suggested, I downloaded some quotecenter data into excel, it shows 4pm end of day after 3/10, 5pm prior... Which is why I'm still wanting to know how to code the mid-month, mid hour stuff.. Gotta be an answer, hmm..Thanks:)
    Posted to MetaStock (Forum) by manatrader on June 29, 2009
  • Re: mid-month, mid-hour test rules

    Oops, wait, that doesn't change the problem. Do I need to break tests up into multiple segments? That's a pretty poor solution.. Anyway to say 'between these times between these dates and between these times between these dates'...............?
    Posted to MetaStock (Forum) by manatrader on June 27, 2009
  • Re: mid-month, mid-hour test rules

    Nice, thanks
    Posted to MetaStock (Forum) by manatrader on June 26, 2009
  • mid-month, mid-hour test rules

    Quotecenter data uses local time, and in Hawaii we don't have daylight savings. So to test intraday further back than 3/10, I need a work around. Similarly, I'm not sure how to compose mid-hour rules if there's more than one. I've been using, in addition to other rulesentry 'and hour()&gt;3 and hour()&lt;9'exit 'or (hour()=9 and minute()=50)'The ...
    Posted to MetaStock (Forum) by manatrader on June 25, 2009
  • Re: MS Pro intraday trade: exit end of day

    EDIT-forum won't let me delete post, problem was due to using NY time instead of local..D'oh!Whoops, for some reason it isn't working. In addition to other buy/sell rules, I've addedentry 'and hour()&gt;9 and hour()&lt;15'exit 'or (hour()=15 and minute()=50)'This is on a 2 minute bar test.. Any ideas?Thanks:)
    Posted to MetaStock (Forum) by manatrader on June 25, 2009
  • Re: The path to NYAD

    Thanks Justin!
    Posted to MetaStock (Forum) by manatrader on June 25, 2009
  • Re: look forward testing - ref(c,1) ?

    Oops, there was another error causing my non-results; thanks for the help!
    Posted to MetaStock (Forum) by manatrader on June 24, 2009
  • look forward testing - ref(c,1) ?

    Is it possible to do a system test that uses forward looking criteria, to look for commonalities in days with larger gains and losses? Something likelong entry:c&lt;ref(c,1)*1.05 (and c&lt;&gt; various moving averages etc)Tried it but got goose eggs.. thanks:)
    Posted to MetaStock (Forum) by manatrader on June 24, 2009
  • The path to NYAD

    I'm looking to do system tests with confirmation of intraday moves from cumulative nyse advancing-declining issues, using MS pro and quotecenter. Not sure how to reference their location with the security function, or the symbol(s) to use, have used the security function successfully with MS EOD, should just need to add the cumulative function if ...
    Posted to MetaStock (Forum) by manatrader on June 22, 2009
  • system tester - optimize for other than max profit

    While optimizing in the system tester is a great feature, it is limiting to only have max profit as the goal of optimization - a smooth growth in equity is preferrable to running a jagged up and down gauntlet. Currently, one can only increase the number of results and look at the equity profile of each, but this isn't feasible for large numbers of ...
    Posted to Product Wish List (Forum) by manatrader on June 21, 2009
  • Re: MS Pro intraday trade: exit end of day

    Awesome, and it's right in the gdang manual as always. Thanks guys
    Posted to MetaStock (Forum) by manatrader on June 19, 2009
  • MS Pro intraday trade: exit end of day

    Well, maybe I'm searching the forum for the wrong term, using 'end of day' includes lots of MS EOD results. I'm wanting to code an exit for intraday trades at end of day, like for 5 min bars I'd add to other exit rules.........:''or current bar 3:55pm''Thanks!
    Posted to MetaStock (Forum) by manatrader on June 19, 2009
  • Re: stops Stops STOPS..

    Thanks Wabbit, the entry part was working ok, the problem is the second line doesn't make MS use that price, it is just evaluated as a yes or no to exit next open. I think some kind of system recognizable statement is needed, like ''simulation.currentpositionexitprice'' or something..
    Posted to MetaStock (Forum) by manatrader on May 24, 2009
  • Re: stops Stops STOPS..

    Well, for anyone searching on the subject, if using daily OHLCV data the only good stop method I've been able to test is the max loss stop in the stop tab. The trailing stop gave me incorrect results and methods like the above didn't specify the trade price, they just told MS to enter at the next open (or close, depending how the test was set up). ...
    Posted to MetaStock (Forum) by manatrader on May 20, 2009
  • stops Stops STOPS..

    Hi!I'm using daily (ohlcv) data from yahoo for my testing in EST, and it is making stops difficult to tune - if a stop is triggered, the price used is the open of the following day. Is the problem that MS will not accept defining of a trade price via the buy sell rules? There's a little to the contrary in the forums or manual, but not much. I try ...
    Posted to MetaStock (Forum) by manatrader on May 15, 2009
  • Re: optimize for other than max gain

    Follow up on the other question - would be nice to optimize for best average gain between a number of securities, beside being able to optimize for smooth equity curve or other things. I guess this is more of a request post to Equis, if they are listening..:)
    Posted to MetaStock (Forum) by manatrader on April 24, 2009
  • Re: cross-ticker analysis/testing

    another rtfm reply lol thanks :)
    Posted to MetaStock (Forum) by manatrader on April 24, 2009
  • cross-ticker analysis/testing

    Well, maybe this is just a request for proper search terms.. Wanting to test multiple tickers against each other, to buy or sell one ticker when another meets certain criteria. What's that called? Any links/code appreciated thanks
    Posted to MetaStock (Forum) by manatrader on April 23, 2009
  • Re: too many refs?

    Grooveness, thanks. Added your changes except I gotta search around on the sum fx to see if calc times can get shortened, for further tweakings &lt;+&gt;
    Posted to MetaStock (Forum) by manatrader on April 21, 2009
  • too many refs?

    aa:=if(c-ref(c,-1)&gt;0,1,0);bb:=if(ref(c,-1)-ref(c,-2)&gt;0,1,0);cc:=if(ref(c,-2)-ref(c,-3)&gt;0,1,0);dd:=if(ref(c,-3)-ref(c,-4)&gt;0,1,0);ee:=if(ref(c,-4)-ref(c,-5)&gt;0,1,0);ff:=if(ref(c,-5)-ref(c,-6)&gt;0,1,0);gg:=if(ref(c,-6)-ref(c,-7)&gt;0,1,0);hh:=if(ref(c,-7)-ref(c,-8)&gt;0,1,0);ii:=if(ref(c,-8)-ref(c,-9)&gt;0,1,0);jj:=if(ref(c,-9)-ref(c,-1 ...
    Posted to MetaStock (Forum) by manatrader on April 20, 2009
  • Re: full formula rsi (log version)

    Ugh and hooray, double fail ftw lol!Thanks for running this down for me, you might prefer to let the crickets instruct if it is apparent I have not fully reviewed the manuals and searched the site. I tested and this version didn't quite match the native RSI but was workable for tweaking and it did outperform my non-log tests. ...
    Posted to MetaStock (Forum) by manatrader on April 19, 2009
  • Re: full formula rsi (log version)

    Ok. Wasn't able to make use of code from the thread, as I'd like to optimize for multiple periods with some kind of natural log modded RSI. So, used a spreadsheet I got here http://www.gstock.com/help/index.php/Help/TheRelativeStrengthIndexIndicator, which allows for input of any RSI period, and matches RSI values given by my usual chart sw, to ...
    Posted to MetaStock (Forum) by manatrader on April 18, 2009
  • Re: full formula rsi

    Mea culpa - I googled but didn't search here. The lameness.. it burns.....!! :)
    Posted to MetaStock (Forum) by manatrader on April 18, 2009
  • Re: optimize for other than max gain

    Ouch. Guess I'll.. save all the results and um.. visually scan them lol
    Posted to MetaStock (Forum) by manatrader on April 18, 2009
  • Re: fisher transform formula

    Wow, nice, thanks, it has been extremely slow to use. :)
    Posted to MetaStock (Forum) by manatrader on April 18, 2009
  • optimize for other than max gain

    Hey here's a big one - can you optimize for other than max profit in the strategy tester? Like, best winner to loser ratio, or.... ??:)
    Posted to MetaStock (Forum) by manatrader on April 17, 2009
  • full formula rsi

    I want to tinker around with the RSI formula, to run a natural log on the avg gain/loss and try to smooth it's action without resorting to averaging of averages. I am unable to find the formula in full and dunno how to refer to so many days back........ Anybody got a link? Some code? Help a brother out...:)
    Posted to MetaStock (Forum) by manatrader on April 17, 2009
  • Re: fisher transform formula

    Yes, thanks. I plan to play around with it and see if I can get anything out of it, to use with other functions. The log function can be helpful to remove noise, I think more so than longer term lagging indicators. Whaddya think about the rest, the manual isn't very specific //
    Posted to MetaStock (Forum) by manatrader on April 17, 2009
  • fisher transform formula

    Hey now, trying to make a custom indicator for fisher transform, to be able to make strategies like FT(5)&gt;FT(15)&gt;REF(FT(10),-1)This would be preferable to writingFML(FT(5))&gt;FML(FT(15)) etcBut I am at a loss as to how to make either happen, I can insert the FT formula below in a new indicator, but I'm unsure how to indicate a period, the ...
    Posted to MetaStock (Forum) by manatrader on April 17, 2009
  • Re: strategy tester entry on close, t-bill

    Hmm, I'd use a 'limit on close' order, which would require me to back out a value if entry/exit is based on a RSI value. But, totally doable, and seems worth testing, might want to enter on open and exit at close etcWere you referring