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System Tester problem - Trades different to signals
Rank: Newbie
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Joined: 6/21/2010(UTC)
Posts: 3
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Hi,
I'm trying to optimise a simple trading system with a +DI and -DI cross over,
so my rules are:
Buy: PDI(opt1) > MDI(opt1)
Sell: PDI(opt1) < MDI(opt1)
When I test this system the entry and exits are in completely different places
to where they should be, i.e. if I plot one of the optimised systems on the
chart and then add in an inner window +DI and -DI with the same time frame the
system trades are nowhere near where they cross. I'm finding this pretty
frustrating as I have no idea why it should happen, so any help would be
greatly appreciated.
Thanks,
Tom
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 12/14/2009(UTC)
Posts: 140
Location: Austria
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Hi,
what is the optimized value for opt1? Have you set this value in the function you put on your chart?
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Rank: Newbie
Groups: Registered, Registered Users, Subscribers
Joined: 6/21/2010(UTC)
Posts: 3
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Hi Vienna,
Yes. I still have the problem if I don't even bother optimising. So
if I just replace the opt1 with 14, running the system tester and plot on the
chart, the trade signals are not where the +DI (14) and -DI(14) cross if
displayed in an inner window.
T
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 12/14/2009(UTC)
Posts: 140
Location: Austria
|
Try 2 things:
1. click with the right mouse-button on every line in your chart and set scaling to "merge with scale on left"
maybe the scaling was different for the different lines..
2. do not use the predefined demandindex. write your own function as you did it in the systemtester and plot this function on the chart to see if its the same as your trading signals..
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Rank: Newbie
Groups: Registered, Registered Users, Subscribers
Joined: 6/21/2010(UTC)
Posts: 3
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Yep 1. worked.......cheers for that, I'm new to the package and that has been annoying me all day.
Thanks T
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