Rank: Newbie
Groups: Registered, Registered Users
Joined: 9/24/2010(UTC)
Posts: 7
|
Hi,
I have developed explorations which work as required and am now trying to backtest the system.
My explorations are on the weekly and daily timeframe and I can't seem to backtest the system on dual timeframes ie weekly parameters tested first, then the security passed to the daily if weekly parameters passed as my exploration is at present.
Also is it possible to generate custom entry and stop formulas within the system tester? As far as I can see the stops tab is all that is available. Would it be possible to code stops and profit targets within the formula tab so I can code them myself?
Any help would be greatly appreciated!
|
|
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
|
matt1974 wrote:Hi,
I have developed explorations which work as required and am now trying to backtest the system.
My explorations are on the weekly and daily timeframe and I can't seem to backtest the system on dual timeframes ie weekly parameters tested first, then the security passed to the daily if weekly parameters passed as my exploration is at present. Have a look at Roy Larsen's excellent set of muti-timeframe tools at his website : [url]http://www.metastocktips.co.nz/,/url] matt1974 wrote:Also is it possible to generate custom entry and stop formulas within the system tester? As far as I can see the stops tab is all that is available. Would it be possible to code stops and profit targets within the formula tab so I can code them myself? Yes, you can program your own exit / stop conditions in the EST, but unfortunately, its not as simple as you would hope it to be. Have a play 'round and see what you can come up with. Of course, if your having problems, you know what to do.... wabbit [:D]
|
|
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 5/13/2005(UTC)
Posts: 715
Location: Midwest, USA
Was thanked: 1 time(s) in 1 post(s)
|
matt1974 wrote:My explorations are on the weekly and daily timeframe and I can't seem to backtest the system on dual timeframes ie weekly parameters tested first, then the security passed to the daily if weekly parameters passed as my exploration is at present. Try this: Set up two Explorations, weekly and daily; make sure you set the OPTIONS in the Exploration Editor to WEEKLY. Make SURE you name them so that the weekly is listed above the daily one in the list, like this: Code:
_Test 1 Weekly
C>Ref(C,-1)
Code:
_Test 2 Daily
Sum(C>Ref(C,-1),5)>=3
Now, select both: Click one, then SHIFT-CLICK the one below, so both are selected. Click the EXPLORE button and run them together. Select the Option for "Use the results from the preceeding exploration." matt1974 wrote:Also is it possible to generate custom entry and stop formulas within
the system tester? As far as I can see the stops tab is all that is
available. Would it be possible to code stops and profit targets within
the formula tab so I can code them myself? Yes, you can. In fact, you have to, if you want to use stops as most people understand them, avoid the STOPS tab, as it does NOT work the way you think it does -- it's based on profit, not price! See this file and this video. Click on the STOP price, then on the little "f" to the right, and a code window will open up.
|
|
|
|
|
|
| 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.
