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Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
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Lets say OPT1 and OPT are bounded by values of 1 and 2, OPT 3 and OPT4 are bounded by 10 and 30 (10 to 30 day moving average periods), lets also assume you are testing 2000 stocks in the system, then:
you will be conducting 2 x 2 x 20 x 20 x 2000 tests = 3,200,000 tests
to get going, system tester might take a little while..... i'd be leaving this one to run for much longer than one minute!
Suggestion: Do a search on this forum for data mining.
wabbit :D
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 4/24/2005(UTC) Posts: 77 Location: Canada
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Dear Wabbit
I've ran the test only for 1 security and the total of tests were around 48,000+. The issues there is that using the Equis MOV() function I can see the simulation advancinf approx. by 2 tests/sec.
When using the ForumDll.dll version of MOV function the simulation doesn't advance at all. It stays at the value "0 out of 0".
So there is something wrong with the ForumDll.dll when used with the system tester with OPTx inputs.
Guara
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 9/8/2004(UTC) Posts: 2,266
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[quote=ForumDll.VARMOV",C,O,E);
Sorry that it does not do what you expected, but there is nothing wrong with it as far as I can tell.
Patrick :mrgreen:
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 9/8/2004(UTC) Posts: 2,266
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Now let's assume we wrote a function to make average optimization faster in the system tester ... Well I don't think it would be possible unless you wrote an external app ... And yes I know the system tester can be slow :(
Sorry I do not want my previous message to sound mean. I understand your question and why you asked it. I was just a little bothered with the "there is something wrong" assumption :D
Patrick :mrgreen:
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 4/24/2005(UTC) Posts: 77 Location: Canada
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Patrick
I am sorry the way my previous comment went out. :oops:
It was not my intention to criticize.
On the contrary, I appreciate very much your work and dedication and I truly belive the ForumDLL it's a great contribution to the MS community.
What I intended to say is that users can find ways to use some tools that are beyond their original defined and supported features.
I don't know the internal functionality of the ForumDLL utility, but isn't possible that using it with the system tester that is providing an OPTn parameter as an input, the VarMOV function is performing substantially slower than using the Equis MOV function? This can be valid in fact for all the functions.
I tried some variations of the code exemplified before, in which I changed the MA code to use the Equis Mov() function and I left the MMA code implemented with ForumDLL.VarMOV function that is using the MA previous defined (which is a variable input now) as an input.
It worked extremely slow, but it worked. I had the patience to wait and see what happens and I've reduced the max. tests to 16 iterations and I reduced substantially the testing period also.
Again, this is not intended as a critical comment about the ForumDLL utility.
The situation looks the same when I use ASI.DLL utility as well.
What I want to understand is why these utilities that provide so much power for building indicators, experts and explorers are performing so slow when used in backtesting?
Are there "special" requirements for such utilities to perform differently in the system tester environment?
This is pretty much all I had to say.
I want to thank you again for the time you are puting into this forum support and I am pretty sure that everybody is appreciating it.
Regards
Guara
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 9/8/2004(UTC) Posts: 2,266
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You make a valid point, I understand where you are coming from ;) ...
I do not know for sure why but I believe the MS ACCESS database used by metastock to store optimizations and results is responsible for the dll functions being slow. My bet is Metastock has a direct access to the database file while the dll has to go through more code to get there.
It is just a guess but the most likely reason, hence me posting earlier that only an external app would be faster ... :)
Patrick :mrgreen:
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 4/24/2005(UTC) Posts: 77 Location: Canada
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---Patrick said ---
I think that would be great, I will definitely work on this ;)
Here is my idea : ExtFml("ForumDLL.Periodicity",Data Array, periodicity)
This sounds great to me. If it will be able to return the O,H,L,C from a higher time frame multiple of the current one, this will be it (in the simplest form).
The next step to follow si for higher time frame indicators, that is any Data Array.
I am looking with great hope toward this feature implementation.
Any plans to set it up on the scheduled "To Do's " ?
Guara
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 3/19/2005(UTC) Posts: 2,995
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Bearishbull wrote:Hehe you wonder why I need this? I'm subscribed to a smsgateway. I send a msg to an url (something like www.mygateway.com/yougot a longsignal, sendto+31642115544 blablabla) And then if I have an expert alert I can recieve the alert on my mobile phone without a modem..
If it's not to hard to figure this out then I appreciate it if that function can also be in the next dll
Check out the DDE worksheet for text message alerts. May be something you could use. I will examine the URL aspect directly.
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