Rank: Member
Groups: Registered, Registered Users, Subscribers
Joined: 11/23/2005(UTC)
Posts: 22
Location: Chicago, Illinois
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Hi Group,
I've ran system tester and identified what I thought was a good system to use on GOOG 5 minute chart. It's the "Equis Trend Analysis" expert advisor. But the trades generated by the system tester do not match the trades generated by the expert advisor. This is MS 10, straight out of the box with nothing changed. I double and tripple verified this but the trades are not equal. I'm posting here because I get no answer from MS Support.
Garp
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 10/28/2004(UTC)
Posts: 110
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Garp,
The system tester has its limitations. That being said usually the type of problem that you have described comes from using a simulation date range that is not equal to the chart periods displayed on your chart.
Preston
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Rank: Member
Groups: Registered, Registered Users, Subscribers
Joined: 11/23/2005(UTC)
Posts: 22
Location: Chicago, Illinois
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This is an issue. You think that you've identified a performing system until you start looking at the trades it generates, then you find out that the trades shown by the expert advisor are not identical to the trades generated by the system tester, And, Preston, the displayed date range exceeds the range I specify for the system test, so that is not an issue. Also, I check "point test", so the brokerage factor does not come into play. I've been working all weekend trying to track down this problem. Some things I've found:
For Equis Trend Analyst the system tester is missing a buy condition for Parabolic SAR. (Sloppy programming MS)
There seems to be a pattern of signals generated by system tester that are EXACTLY one hour off, i.e., late, like 9AM in expert advisor == 10AM in system tester. Yes I did apply the daylight saving patch. Someone from MS please?
Any insight from anyone?
Garp
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Rank: Member
Groups: Registered, Registered Users
Joined: 1/7/2010(UTC)
Posts: 11
Location: Greece
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Hi Garp,
I have tested the Trend Analysis Expert, and I have found the same problem that you mentioned.
I believe that is something wrong with the "Sell Order" and "Sell short Order", maybe because (in my EA) is only {C<Mov(C,200,E)}.
It measures orders in every bar, right? But the results are great, :(
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 4/27/2005(UTC)
Posts: 31
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It looks like the system tester was designed to use the Experts buy signals for long trades but it exits and goes short only on the moving average. Not sure why the difference.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 5/25/2010(UTC)
Posts: 55
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This sounds somewhat damning... just how reliable is the EST, then? Can it even be used for simple systems?
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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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See the answer of mstt in this thread
http://forum.equis.com/forums/thread/33853.aspx
Possible it's the same "problem"
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Rank: Newbie
Groups: Registered, Registered Users
Joined: 9/29/2010(UTC)
Posts: 3
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I am new to MetaStock (Really just evaluating if this is the platform I want to use). I don't understand why there is ANY difference at all between formulas and actions for the tester/explorer/advisor - these should ALL BE THE SAME THING. Having different files for each is not only more work it is a source of error as noted in this thread. We should be testing EXACTLY what will be advised - the same functions should be applied to both (and those functions should be able to be indicators).
Is there a reason for all of these different moving parts?
-CC
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Rank: Member
Groups: Registered, Registered Users
Joined: 1/7/2010(UTC)
Posts: 11
Location: Greece
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Hi Virginia, and welcome to the party
I don't think anyone tells you if MS11 (or any other platform) is the best.
Maybe you should try MS11 for a couple of month (I believe this is an option, search in equis.com)
Refering to the programming part, all here have faced problems in the beginning, but most of the guys here are willing to help you, and trust me, some of these are more than experts..
In my opinion, MS11 will learn you the way to trade, the charting, the indicators etc, if you work on this. Again, if the code is right, the results follows
Welcome again
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