Discussions
»
Product and Service Development
»
MetaStock
»
System test not working proper on indices?
Rank: Member
Groups: Registered, Registered Users
Joined: 11/5/2011(UTC)
Posts: 14
|
Hi,
Another question. I'am exploring the system test function, but it gives some odd results for the indices i test. Any system test give me a linear 45 degree line upwards, which cant be correct of course. It seems to only calculate interest rates and it doesnt show any taken or sold positions when plotting the graph.
Can't i test indices like AEX? Would be a bummer...(BTW: i dont have stock packages so i cant test on them if stocks do work in system)tests
Thanks for any clues.
grtz
Michel
|
|
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 5/13/2005(UTC)
Posts: 715
Location: Midwest, USA
Was thanked: 1 time(s) in 1 post(s)
|
I'd guess your system isn't generating any buy signals. Look at the reports more closely.
|
|
|
|
|
|
Rank: Member
Groups: Registered, Registered Users
Joined: 11/5/2011(UTC)
Posts: 14
|
The thing is that the standard tests (like macd) generate just linear lines for AEX, Nasdaq, Hangseng, and for some other products it shows some decent results with more believable lines (fluctuating).
For these latter products i also get to see the buy moments on the chart.
So question is why the indices cant be tested.
grtz
Michel
|
|
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 5/13/2005(UTC)
Posts: 715
Location: Midwest, USA
Was thanked: 1 time(s) in 1 post(s)
|
There's no reason the indices can't be tested, unless your formula uses volume -- most data sources do not have it for indices.
You'll have to post your code, if you want anyone to spot the problem.
|
|
|
|
|
|
Rank: Member
Groups: Registered, Registered Users
Joined: 11/5/2011(UTC)
Posts: 14
|
When i test the formula we spoke about in the other topic (sum of ROC's) i dont get the right results. Theres no volumes included that one.
|
|
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 5/13/2005(UTC)
Posts: 715
Location: Midwest, USA
Was thanked: 1 time(s) in 1 post(s)
|
The following settings worked for me: ----------------------------------------------- BUY: FmlVar("_Test","Signal")=1; SELL: FmlVar("_Test","Signal")=-1; DATES is set to 12 years (3024 periods), LONG only, DEFAULT SIZE is 95% of Available Equity, all other parameters at their default. 
|
|
|
|
|
|
| Users browsing this topic |
|
Guest (Hidden)
|
Discussions
»
Product and Service Development
»
MetaStock
»
System test not working proper on indices?
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.
