Rank: Newbie
Groups: Registered, Registered Users
Joined: 11/5/2005(UTC)
Posts: 1
|
I've having trouble getting end of day metastock to simulate trades by entering and exiting same day, I currently using end of day data. Metastock 8
Please advise
|
|
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 7/25/2005(UTC)
Posts: 1,042
Was thanked: 57 time(s) in 54 post(s)
|
Blackprinze
Forward reference the Buy Order signal, then delay the application of that signal by using a delay in the simulation. I assume you're using MS 8.01. If you still have 8.0 then get the free update from Equis to get rid of many EST bugs in the first release of the EST.
{Buy Order}
Entry:=Fml("my entry formula");
Ref(Entry,+1);
{Sell Order}
Exit:=Fml("my entry formula");
Exit;
The Buy Order is advanced by one bar, then delayed in the simulation to to apply it to the correct bar. No advances or delays are applied to the Sell Order.
Using a forward reference tricks the EST into checking entry conditions one bar before the exit signal. Then the delay applied in the simulation effects the entry on the bar you intended. The onlt brawback that I'm aware of with this trick is that the very last bar does not get included in the test, for obvious reasons.
Roy
MetaStock Tips & Tools
|
|
|
|
|
|
Rank: Member
Groups: Registered, Registered Users, Subscribers
Joined: 9/2/2012(UTC)
Posts: 24
|
mstt wrote:Blackprinze
Forward reference the Buy Order signal, then delay the application of that signal by using a delay in the simulation. I assume you're using MS 8.01. If you still have 8.0 then get the free update from Equis to get rid of many EST bugs in the first release of the EST.
{Buy Order}
Entry:=Fml("my entry formula");
Ref(Entry,+1);
{Sell Order}
Exit:=Fml("my entry formula");
Exit;
The Buy Order is advanced by one bar, then delayed in the simulation to to apply it to the correct bar. No advances or delays are applied to the Sell Order.
Using a forward reference tricks the EST into checking entry conditions one bar before the exit signal. Then the delay applied in the simulation effects the entry on the bar you intended. The onlt brawback that I'm aware of with this trick is that the very last bar does not get included in the test, for obvious reasons.
Roy
MetaStock Tips & Tools
Hello mstt
when apply your rules the trade entry will be at the signal bar (before the entry condition get completed) and exit in the next bar !!!!! could you help me regarding that point
Thanks
|
|
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
|
|
|
|
|
|
|
| Users browsing this topic |
|
Guest (Hidden)
|
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.
