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

Notification

Icon
Error

Options
Go to last post Go to first unread
manatrader  
#1 Posted : Thursday, April 16, 2009 12:28:27 AM(UTC)
manatrader

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 3/30/2009(UTC)
Posts: 46
Location: Hawaii, US

In the strategy tester, is the default for entry at the open of the next bar? To specify entry at the close price of the previous bar, if it satisfied the entry requirement, is this correct?

entryPrice:=IF( {entry rule} RSI(23)<11.1, REF(C,-1));
entryPrice;

Not sure what the extra entryprice is for, just copying wabbit's work.

Also, not sure how to remove the t-bill or money market (non system related) returns from strategy tests.
~Thanks~



wabbit  
#2 Posted : Thursday, April 16, 2009 1:07:56 AM(UTC)
wabbit

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)
How do you think you are going to enter a trade on a bar which has already closed?

See : http://forum.equis.com/forums/thread/29444.aspx MS an instruction for the value of the indicator. See the effect of defining a variable and not giving MS the instruction to do anything with it by creating a new indicator, with code:

x:=3

and plot it in a new window. Nothing happens. Edit the formula:

x:=3;
x;

and plot it. See a horizontal line at the value of 3. It's all in the manual!

manatrader  
#3 Posted : Thursday, April 16, 2009 3:27:20 AM(UTC)
manatrader

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 3/30/2009(UTC)
Posts: 46
Location: Hawaii, US

Hmm, I'd use a 'limit on close' order, which would require me to back out a value if entry/exit is based on a RSI value. But, totally doable, and seems worth testing, might want to enter on open and exit at close etc

Were you referring to the MS formula primer, or another manual? Thanks tons!!


wabbit  
#4 Posted : Thursday, April 16, 2009 3:53:43 AM(UTC)
wabbit

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)
manatrader wrote:
Were you referring to the MS formula primer


and the MS Users Manual


wabbit [:D]



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.