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wabbit wrote:I don't use mechanical trading systems so I dont use the tester that much, but ... "
It seems a lot of people have problems with the system tester.
Tom Sprunger had a lot of difficulties too, but he overcame many of them, and wrote down the solutions in this article. I am not too sure where I got it from in the first place, but I have kept it, so it must still contain some useful information.
I reiterate, I did not write this article, and we all thank Tom Sprunger for his time and efforts to answer our questions and solve our problems with the MS System Tester.
wabbit :D
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Rank: Advanced Member
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Thanks Wabbit :)
That seems pretty good I have not read eveything yet though but so far it seems fair. Where did you find this at?
Patrick :mrgreen:
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Quote:Wabbit: I am not too sure where I got it from in the first place
Quote:Patrick: Where did you find this at?
](*,) LOL!
Hey Wabbit, thanks for the info!! Where did you get it? :D :D
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Rank: Advanced Member
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 9/10/2004(UTC) Posts: 863 Location: Salt Lake City, UT
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Watch out George! Patrick will break out the stick!!!! :)
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Rank: Advanced Member
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Just so long as he doesn't try to skype me... :lol:
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Rank: Advanced Member
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:ptdr: :smt082 :ptdr: :smt044
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Rank: Advanced Member
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Realistic Market Prices".
Make sure your "Position Limit" is set to 1.
Set Equity Default size to 100%.
Under Margin Requirements to
Long Initial = 100%
Long Maintenance = 0%
Short Initial = 200%
Short Maintenance = 101%
option 1: Set all your enter and exit positions to "Close" with a Delay =0.[/quote wrote:
Sprunger's tips are interesting... Does this still apply to v9.1?
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Rank: Advanced Member
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BTW, thanks wabbit for sharing this. I really did start thinking about some things I've never considered. It goes back to a lot of common advice on the forums: trade systems that you understand. I have a fundamental understanding of using the system tester, but it strikes me as unlikely that most people would spend a lot of time comparing tests of system testers among different release versions. It's good, and I'm thankful to have access to Sprunger's findings. I'm just curious if it is still applicable.
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Rank: Newbie
Groups: Registered, Registered Users, Subscribers Joined: 11/23/2006(UTC) Posts: 5
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wabbit wrote:wabbit wrote:I don't use mechanical trading systems so I dont use the tester that much, but ... " It seems a lot of people have problems with the system tester. Tom Sprunger had a lot of difficulties too, but he overcame many of them, and wrote down the solutions in this article. I am not too sure where I got it from in the first place, but I have kept it, so it must still contain some useful information. I reiterate, I did not write this article, and we all thank Tom Sprunger for his time and efforts to answer our questions and solve our problems with the MS System Tester. wabbit :D
Hi Wabbit,
Don't know if I am missing something here, but I don't seem to be able to locate the link to the Sprunger report on using the system tester. Would appreciate a link
TIA
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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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Rank: Newbie
Groups: Registered, Registered Users, Subscribers Joined: 11/23/2006(UTC) Posts: 5
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 1/13/2009(UTC) Posts: 42
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Storkbite
in mining EIOC for tips on how to setup MS v10 to test a SAR system realistically (for instance, at next bar's open) on a "cash basis" (ie, no margin) and on 100% of equity, i came across your msg of 6-25-05 (time flies huh?) and Sprunger's tips. at this point i am a bit confused...
will the following setup achieve the goal above?
>"Position Limit" is set to 1 >Equity Default size to 100% >Under Margin Requirements: Long Initial = 100% Long Maintenance = 0% Short Initial = 200% Short Maintenance = 101% >Delay my entry/exit conditions by 1 bar? ie, re-write formulae as REF(entry/exit condition,-1)>uncheck "Realistic Market Prices", select Open for all prices with 0 delay
i apologize if this topic was already covered previously but i couldnt find an answer to my question.
many thanks
ZigZag
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