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Joined: 10/28/2004(UTC)
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Location: Newport NH
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I would like to create a system test for the following. I have a ProFund account and trade the UltraSector Funds. I want a System that I can run the Daily Price Performance Explorer on the UltraSectors and choose the top 3 or 5 sectors to divide my money into. But I would like to run a System Test to determine the historical performance of the best way to do this. The question is would the best performance come from sitting in the daily top performing 3 or 5 funds for a periond of a week or how many days? Which funds to select based upon performance of 1, 2, 5, 10, 30 or 60 days. And how long to hold the trade are the two questions I want the System Tester to help answer for me.
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Rank: Advanced Member
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Joined: 9/8/2004(UTC)
Posts: 2,266
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Hey Yankee,
That's seems to be exactly what the new sectors on the data cd have been designed for. Did you get it by any chance? ( If you bought 9,you shoudl have it).
It sounds like a lot of work but if you already have the system then it should be managable. If you don't already have a system then it might be way too much work.
Patrick
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Rank: Advanced Member
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Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT
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Yankee, System testing is just that system test, Alerts and symbols used in real trading come from having an expert attached to a chart.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT
Was thanked: 2 time(s) in 2 post(s)
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Number of bars loaded on a chart, If you have a chart using Expotential Moving Averages or indicators based on adaptive Theory,you will need to load 1 bar to the next time you open that chart.
I'll explain it this way, say you load 1000 bars on Monday, now on Tuesday you open the same chart with 1000 bars, the first bar from the monday chart has been dropped from the chart and calculation,thus it affects the calculations of EMA's and Adaptive Indicators, The only way around this is to add another day to the chart by adding a day when loading bars,
So on Monday you would have loaded 1000 bars and on Tuesday you would add 1001 and on wed you would add 1002 and so forth.
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Rank: Newbie
Groups: Registered, Registered Users
Joined: 10/28/2004(UTC)
Posts: 4
Location: Newport NH
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henry1224 wrote:Yankee, System testing is just that system test, Alerts and symbols used in real trading come from having an expert attached to a chart.
I think understand the explorer and the expert roles and I use the explorer to give me the percent change and rank of the symbols. What I don't know because I have not tested it as a system is, is it more profitable to take the best gainers of the last five days (or what # of days) and replace those that fall out on a daily basis or weekly basis. Maybe I am not explaining what it is I am trying to accomplish clearly enough.
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