logo
Welcome Guest! To enable all features please Login or Register.

Notification

Icon
Error

Options
Go to last post Go to first unread
gmb1994  
#1 Posted : Wednesday, June 22, 2005 12:47:50 AM(UTC)
gmb1994

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 6/9/2005(UTC)
Posts: 34
Location: Dallas, Texas, USA

Some of the system tests require at least 40, or more, bars of historical data. Is this accounted for when setting the date parameters in the system tester? If I want to test a 20-bar range and the system test I built requires 180 bars of historical data to make the 1st trade decision, how is this accounted for during the system test? Do I need to set the date parameters to include the 180-bar range of historical data? And, then, do I need to assume jumping into the trades during the dates I want to start trading?
Patrick  
#2 Posted : Wednesday, June 22, 2005 2:04:22 AM(UTC)
Patrick

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 9/8/2004(UTC)
Posts: 2,266

Was thanked: 1 time(s) in 1 post(s)
[quote=Return" or the $ figure ... Patrick :mrgreen:
gmb1994  
#3 Posted : Wednesday, June 22, 2005 4:14:35 AM(UTC)
gmb1994

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 6/9/2005(UTC)
Posts: 34
Location: Dallas, Texas, USA

Yes, but aren't those winning/losing trades calculated based upon the date range also?
Patrick  
#4 Posted : Wednesday, June 22, 2005 5:40:53 AM(UTC)
Patrick

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 9/8/2004(UTC)
Posts: 2,266

Was thanked: 1 time(s) in 1 post(s)
You can't get an absolute answer, at some point you have to use statistics :D Always make sure you have enough data to satisfy your basic requirements but you have to make concessions at some point. Patrick :mrgreen:
gmb1994  
#5 Posted : Thursday, June 23, 2005 4:42:56 PM(UTC)
gmb1994

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 6/9/2005(UTC)
Posts: 34
Location: Dallas, Texas, USA

6 sigma
Patrick  
#6 Posted : Thursday, June 23, 2005 5:33:24 PM(UTC)
Patrick

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 9/8/2004(UTC)
Posts: 2,266

Was thanked: 1 time(s) in 1 post(s)
6 sigma ... are you trying to be more cryptic than me :D You know how it works now, so you will have to decide how you want to use the system tester based on that info ...
gmb1994  
#7 Posted : Thursday, June 23, 2005 7:48:28 PM(UTC)
gmb1994

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 6/9/2005(UTC)
Posts: 34
Location: Dallas, Texas, USA

Patrick wrote:
You can't get an absolute answer, at some point you have to use statistics :D
Actually, I understood you quite well. You mentioned statistics so I thought that I would mention 6-sigma. Some information about 6-sigma: http://www.6-sigma.com/ DMAIC • Define • Measure • Analyze • Improve • Control Besides having statistical significance, "6 Sigma" is a program that many large companies implement to improve their overall performance.
Gerrit  
#8 Posted : Sunday, June 26, 2005 12:35:50 PM(UTC)
Gerrit

Rank: Member

Groups: Registered, Registered Users, Subscribers
Joined: 4/18/2005(UTC)
Posts: 25

:? I have been searching for this very same topic because I would really like Metastock to be able to calculate the testing results even more realistically. If we were able to say in the date range use data from date a to date b and then also just have another testing parameter that says start testing from date c to date b, then we would have the answer. Can we request this for a future version of metastock? Coding wise this can surely not be a big task. Out of market timing for example in the results section is totally messed up. I test over 550 days, I use a 200 MA, so really I am testing over 350 days. The lingest out of market timing comes out as 200+ (no surprise) and then surely that huge hit makes the average out of market timing useless. Buy/hold comparison and all those types of information looses meaning to a degree does it not? Are equis making any enhancements to metastock and if so when is the next release. Do you have access to people who decide what goes into the new releases?
gmb1994  
#9 Posted : Sunday, June 26, 2005 7:14:57 PM(UTC)
gmb1994

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 6/9/2005(UTC)
Posts: 34
Location: Dallas, Texas, USA

I like Metastock, but it is archaic in many ways. The slightest wrong data will cause it to freeze and crash on me. The code doesn't handle exceptions well at all. However, I have tried other software packages (Tradestation, various others) that are much more flexible, but there's always something that causes me to come back to Metastock. In the meantime ... post here for your Metastock features wish-list ... http://forum.equis.com/viewforum.php?f=18
Users browsing this topic
Guest (Hidden)
Forum Jump  
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.