I have a serious problem with using the Enhanced System Tester (currently 10.1). If I want to test the results of a system for say 1/1/2009 to date, if I set up the dates in the system tester for that period, many of the functions in the system don't actually provide values until later in the year because they require data to "come up to speed". On the other hand, if I set dates earlier, the various indicators used kick in at various times, and the results are not accurate (compared to Buy/Hold) for the year to date value. Does anyone know if there is a way to specify a "preload" period where the indicators have the data they need to produce correct values for the first date of the test period so the buy/sell signals are correct for the entire specified period. This is such a serious problem that I'm surprised a fix has not been provided in MS EOD before now. Thanks.

Hi Matchbox

A simple way to restrict trading to a certain date range yet freeing the EST (or any other test process) to access "getting up to speed" data is to use a "date filter" to limit entries to the required date range. Here’s the one I’ve been using for years. It’s a wee bit chunky but it gets the job done. Set the default start and end dates as required and add "AND Fml("Date Filter")" to your system entry formula. The "Buy and Hold" figures won’t be correct but the actual trade results will span just the intended date range. If the end date is historical you can add "OR Fml("Date Filter")=FALSE" to close any open trades once it’s hit.

Roy

{Date Filter}

{Roy Larsen, rlarsen@quik.co.nz}

Sd:=Input("Start day" ,1,31,1);

Sm:=Input("Start month",1,12,1);

Sy:=Input("Start year" ,1980,2010,2009);

Ed:=Input("End day" ,1,31,31);

Em:=Input("End month" ,1,12,12);

Ey:=Input("End year" ,1980,2020,2009);

Start:=(DayOfMonth()>=Sd AND Month()=Sm AND

Year()=Sy) OR Year()>Sy OR (Year()=Sy AND

Month()>Sm);

End:=(DayOfMonth()<=Ed AND Month()=Em AND

Year()=Ey) OR Year()<Ey OR (Year()=Ey AND

Month()<Em);

Filter:=Start AND (End OR (Start AND Alert(Start=0,2)));

Filter;

Hi, I am very new to Metastock. I have been trying to get the Enhanced System Tester to Work. I am using a Moving Average Crossover Strategy. My Buy : Mov(C,13,E) > Mov(C,21,E) My Sell : Mov(C,13,E) < Mov(C,21,E) I am not able to put a stop loss using this formula. I want to set the stop loss at 3.5%. In the option of "STOPS" if I am putting 3.5%, I am getting wayward results. Can anyone Help