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Divergence between Visual Strategy Trader and System Tester results
Rank: Newbie
Groups: Registered, Registered Users
Joined: 12/17/2012(UTC)
Posts: 7
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Hello everybody,
I have just lunch a test on the Normalized Volatility Indicator ((ATR(64) / CLOSE) * 100) with 200 EMA using System Tester (Buy condition : Fml( "! Normalized Volatility Indicator") < Mov( Fml( "! Normalized Volatility Indicator"), 200, E), Sell condition : Fml( "! Normalized Volatility Indicator") > Mov( Fml( "! Normalized Volatility Indicator"), 200, E)).
I did the same thing on the same timeframe & same security using the Visual Strategy Trader, and obtain results (profitability, maximum risk, risk/profit ratio, win% rate) witch look very different.
It seems to me that results from MS System Tester are accurate but they don't match with those described by VST commentary window.
I would be grateful if you could share your experience on that technical point.
Regards.
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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)
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If the EST and the VST are using the same code to tragger the trades, then any difference in the results is going to be caused by differences in configuration of the EST and the VST. Check your position sizes, trade delays etc. to find out how both systems handle the same trade triggers.
wabbit [:D]
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Divergence between Visual Strategy Trader and System Tester results
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