Rank: Advanced Member
Groups: Registered, Registered Users Joined: 4/10/2006(UTC) Posts: 42 Location: Hong Kong
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As we all know , MS system tester can only allow us to open a position for one single set or strategy only , etc , buy order , sell order , sell short order & buy to cover order only .
I would like to know if there is other way to write a system test in more complex way such as several strategies buy order 1 and buy order 2 ....buy order 3 and it will only close the position by sell order 1 when the position was opened by "buy order 1" .
I found it difficult to set the close position when the opened position is triggered by different type of criteria . For example , when the position is triggered by some trend follow strategies , the close position could be loose from the opened position . When it is just a short term strategy , the close position should be tight too .
Anyone has experience to combine several set of criteria into one system ? Please share your experience .
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 7/4/2006(UTC) Posts: 57 Location: Zurich, Switzerland
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I just bought Tradesim for that purpose, but haven't started to use it yet. I believe to simulate portfolio trading it's the right tool
Its trading is based on explorations that have to be able to generate entry and exit signals.
http://www.compuvision.com.au/
I started with the Standard version.
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 4/10/2006(UTC) Posts: 42 Location: Hong Kong
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thanks for your suggestion .
I dont have any MS add on so I am rather innocent above it .
How does it looks like after installation of this addon in MS or it is
another program that you need to open it and run it simultaneously when
using MS ?
Moreover , as we know , the system tester only show the entry signal
everytime you test the system test on a chart but how about to use it
in MS professional real time version ? It doesnt make sense to press
the test button at every five minute bar . Therefore , the question is
, can it work with the expert advisor ? Is it only work with MS EOD
version .
Please tell more about this product . I think a lot of reader here would like to know more .
Thanks !!!
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 7/4/2006(UTC) Posts: 57 Location: Zurich, Switzerland
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sorry, as I said: I just bought it and still have to gain experience with it.
First basic test look like you wouuld create an exploration, after you have installed the Tradesim Program and DLLs.
Then Tradesim uses the exploration results and takes them and trades based upon them.
I am not sure wether that would work for real time, and I don't know wether it would work with intraday data. Please refer to the mentioned website. They have in-depth manuals and stuff up there.
Thanks again.
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