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System Tester Results for Mulitple Issues - System Tester Results for Mulitple Issues
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mezic11  
#1 Posted : Sunday, January 22, 2012 12:50:13 PM(UTC)
mezic11

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Is there a way to have Metastock display the results for a group of issues in aggregate? For instance i'd like to see the equity line and stats for a trading system applied to the SP500. If not, is there a way to download all the trades to a spreadsheet?

Any assistance would be appreciated.
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wabbit  
#2 Posted : Sunday, January 22, 2012 5:24:58 PM(UTC)
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The MS system test only "trades" single objects; if you want to trade a portfolio, have a look at TradeSim.


wabbit [:D]
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haddison  
#3 Posted : Monday, January 23, 2012 3:11:41 PM(UTC)
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To Export the trades to Excel, click on the Positions tab, right-click inside the window and click on "Export to Microsoft Excel". You can also do this with the other four tabs.
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mezic11  
#4 Posted : Wednesday, January 25, 2012 12:36:23 PM(UTC)
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Thanks for the tips guys.
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jjstein  
#5 Posted : Wednesday, January 25, 2012 2:16:27 PM(UTC)
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You can get a combined report with average stats across all tests in by using "dummy" optimization.

On the OPTIMIZATIONS tab, set up OPT1 with a Min, Max and Step of "1".
In any one of the Order tabs, put a dummy line of code in:
Code:
dummy:=OPT1;
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mezic11  
#6 Posted : Friday, January 27, 2012 8:36:40 PM(UTC)
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JJ.......thanks, that worked. Is there any way to get additional details and/or an aggregated equity line??
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jjstein  
#7 Posted : Saturday, January 28, 2012 12:35:38 AM(UTC)
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mezic11 wrote:
JJ.......thanks, that worked. Is there any way to get additional details and/or an aggregated equity line??


Ralph -- No, nor would it make sense if you could. The System Tester is a "basket test" machine, it commits all trading capital to each security in the test list. To get such a line would multiply your total trading capital by the number of symbols you tested -- not realistic.

Have a look at Sprunger's Guide for additional info on the System Tester.

The Standard Edition of TradeSim does what you want.
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mezic11  
#8 Posted : Tuesday, January 31, 2012 5:31:51 PM(UTC)
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Thanks again J. I generally like to see how a system trades a portfolio and not single issues. I think it gives me a more diverse view of how a system might actually trade. If the system trades a group of stocks well over various periods, i feel more confident that it will continue to trade well. And if the system hasn't worked well for a particular stock in the past, i wont take the trade. However, i've never considered trying to tailor a system to a given issue.

If i recall, the std version of Tradesim sells for about $100? The professional version is a bit pricey....when coupled with the initial cost Metastock. I'm currently using a competitive product that does many of the things i need, but the quality is questionable and therefore i wont trust it until i've checked every trade....not fun.

P.S. I read Sprunger's guide. It was based on V8 and I'm running V11. Not sure how many, if any, of those issues have been resolved, but i have seen some unexpected results where the system gave a signal and didn't take the trade. I'm dealing with similar issues with the current s/w i'm using and had hoped that Metastock would be better.
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jjstein  
#9 Posted : Tuesday, January 31, 2012 9:18:12 PM(UTC)
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Quote:
...i wont trust it until i've checked every trade...

Mezic -- Just looked, and TradeSim Standard is only $200 -- less than the cost of some addons. I think it was $500+, when I got it! If you're a fast learner, you could do the 30-day trial for $75, then get full Standard for $125. Doubt you'd need more than that, but it will pay for itself, if by nothing else than disproving bad strategies, keeping you from making bad trades.

You could also download VSTfree; with the custom strategy addon, here. It would give you an idea of Profit/Risk ratios.

Quote:
Not sure how many, if any, of those issues have been resolved

None, I'd wager...name the odds<g>. Easy enough to do a simple test.

Quote:
had hoped that Metastock would be better

Sigh. No software is perfect...

Get VSTfree, it's free. Get TradeSim Standard -- you won't regret it. Prepare to unlearn...
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