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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 :)
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Is there a function that defines a degree of slope, how steep it is?Thanks!
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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 ...
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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:)
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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'...............?
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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()>3 and hour()<9'exit 'or (hour()=9 and minute()=50)'The ...
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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()>9 and hour()<15'exit 'or (hour()=15 and minute()=50)'This is on a 2 minute bar test.. Any ideas?Thanks:)
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Oops, there was another error causing my non-results; thanks for the help!
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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<ref(c,1)*1.05 (and c<> various moving averages etc)Tried it but got goose eggs.. thanks:)
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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 ...
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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 ...
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Awesome, and it's right in the gdang manual as always. Thanks guys
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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!
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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..
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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). ...
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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 ...
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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..:)
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another rtfm reply lol thanks :)
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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
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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 <+>
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aa:=if(c-ref(c,-1)>0,1,0);bb:=if(ref(c,-1)-ref(c,-2)>0,1,0);cc:=if(ref(c,-2)-ref(c,-3)>0,1,0);dd:=if(ref(c,-3)-ref(c,-4)>0,1,0);ee:=if(ref(c,-4)-ref(c,-5)>0,1,0);ff:=if(ref(c,-5)-ref(c,-6)>0,1,0);gg:=if(ref(c,-6)-ref(c,-7)>0,1,0);hh:=if(ref(c,-7)-ref(c,-8)>0,1,0);ii:=if(ref(c,-8)-ref(c,-9)>0,1,0);jj:=if(ref(c,-9)-ref(c,-1 ...
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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. ...
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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 ...
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Mea culpa - I googled but didn't search here. The lameness.. it burns.....!! :)
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Ouch. Guess I'll.. save all the results and um.. visually scan them lol
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Wow, nice, thanks, it has been extremely slow to use. :)
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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.... ??:)
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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...:)
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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 //
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Hey now, trying to make a custom indicator for fisher transform, to be able to make strategies like FT(5)>FT(15)>REF(FT(10),-1)This would be preferable to writingFML(FT(5))>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 ...
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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 |