Rank: Member
Groups: Registered, Registered Users Joined: 3/31/2009(UTC) Posts: 24
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I will go through and study them all.
Thanks and will be back later.
mixter
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Rank: Member
Groups: Registered, Registered Users Joined: 3/31/2009(UTC) Posts: 24
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And finally going through each security summary report reveals the
reason for the " Had Errors " syndrome by the System Tester !!!!!!!!! Thank you very much Wabbit. [:D][:D][:D] ID Symbol Periodicity Date
Range Net Profit % Gain Trades Trade Profit/LossAvg.
Profit/Avg. Loss Status
3 32177 Daily 00-00-00
- 00-00-00 $0.00
N/A 0 0/0 N/A
Had errors.
6 30283 Daily 00-00-00
- 00-00-00 $0.00
N/A 0 0/0 N/A
Had errors.
1 5163 Daily 17-01-11
- 17-01-13 $0.00 0.00
% 0 0/0 N/A Completed.
2 31404 Daily 18-01-11
- 17-01-13 $-320.00 -3.20
% 29 15/14 0.77 Completed.
4 21163 Daily 29-12-10
- 17-01-13 $0.00 0.00
% 0 0/0 N/A Completed.
5 12587 Daily 08-12-10 - 17-01-13 $595.00 5.95
% 37 19/18 1.25 Completed.
Summary
TEST 5 EMA HL
(32177)
Simulation
Date 18-Jan-13 12:58:17 PM
0
Daily Bars 00-00-00 Through 00-00-00 (0 Days)
Errors Encountered
18-Jan-13
12:58:17 PM
Simulation
encountered an invalid security.
Final Search from the data bank :
Normal
0
false
false
false
EN-US
X-NONE
X-NONE
MicrosoftInternetExplorer4
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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)
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That's what the logs are for... to be read, just like Users Manuals and instructions... but unfortunately, not that many people actually bother...
wabbit [:D]
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Rank: Member
Groups: Registered, Registered Users Joined: 3/31/2009(UTC) Posts: 24
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wabbit wrote:That's what the logs are for... to be read, just like Users Manuals and instructions... but unfortunately, not that many people actually bother...
wabbit [:D]
This whole " exercise " proves, the manuals need to be read often !!!! Thanks again and appreciate for the help and time spend to solve the issue. Now my next quest is how to get rid of these (" security not found" ) securities from the data bank and to have clean data bank. mixter
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers You have been a member since:: 3/6/2010(UTC) Posts: 113 Location: London
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When you test, the EST saves the last securities you tested on.
If those securities get deleted, they still remain in the select securities dialog after you click on New Simulation. If you still go ahead with the test, you will get "had errors".
If you click Remove for the securities that give the error message, that should solve your problem.
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Rank: Member
Groups: Registered, Registered Users Joined: 3/31/2009(UTC) Posts: 24
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haddison wrote:When you test, the EST saves the last securities you tested on.
If those securities get deleted, they still remain in the select securities dialog after you click on New Simulation. If you still go ahead with the test, you will get "had errors".
If you click Remove for the securities that give the error message, that should solve your problem. I need to delete those securities from the source data file and these securities should not reappear in my future testing. What I am planning is to run the test with " ALL " data s from the data file and find out the blackship and delete them permanently. I beleive there will be some progs/code will be available to do this objective instead of running my sys test and find them.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers You have been a member since:: 3/6/2010(UTC) Posts: 113 Location: London
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You can delete securities from The Downloader. Tools -> Delete -> Securitites.
But I think they have already been deleted, hence the "Security not found" error message.
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Rank: Member
Groups: Registered, Registered Users Joined: 3/31/2009(UTC) Posts: 24
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If the securities are already deleted , it should not show up when testing .
I think they are still sitting inside the folder to be deleted.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers You have been a member since:: 3/6/2010(UTC) Posts: 113 Location: London
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Yes they will, try it yourself.
Create a dummy security, test on it, delete it, and try testing again. You will see it is still listed after you click on New Simulation. If you click Next, the EST will still test but give empty results with the error message(s).
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Rank: Member
Groups: Registered, Registered Users Joined: 3/31/2009(UTC) Posts: 24
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Yes. Got the point.
Let me try and see it.
Thanks
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Rank: Member
Groups: Registered, Registered Users Joined: 3/31/2009(UTC) Posts: 24
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I want to add one more condition to the existing strategy .
The close should be at the top 25 % of the weekly close. ( top 25 % of the weekly candle ). C>(H+L)*0.25 .
mixter
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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)
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Code:
range:=H-L;
c > (L + 0.75*range);
or another way Code:
range:=H-L;
c > (H - 0.25*range);
wabbit [:D]
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Rank: Member
Groups: Registered, Registered Users Joined: 3/31/2009(UTC) Posts: 24
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Thanks a lot Wabbit. [:D]
Understood the flaw in my formula .
mixter
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 10/29/2004(UTC) Posts: 1,394 Location: Glastonbury, CT
Was thanked: 2 time(s) in 2 post(s)
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Tom Joseph from Advanced Get uses a 6-4 high low bands Code:
64H:=Mov(Ref(H,-4),6,S);
64L:=Mov(Ref(L,-4),6,S);
64H;64L;
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Rank: Member
Groups: Registered, Registered Users Joined: 3/31/2009(UTC) Posts: 24
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Once the price travelling the 5 ema channel, after the intial entry, I want to add on with the existing postions . Also ,when the intial entry was missed or not taken , some of the stocks which are already running in an uptrend and want to participate that uptrend . For this , I need a re entry strategy and I find the below price formation will give re-entry chance .
1. Close should be above high of 5 ema channel.
2. Open should be below the high of the 5 ema channel.
3. Low should be above the low of the 5 ema channel .( here , this is saying the sames as " low is less than the 5 ema high " )
My attempted formula was :
Code :
C>Mov(H,5,E) and O<mov(H,5,E)
Another way :
Code :
C>Mov(H,5,E) and O<mov(H,5,E) and L>Mov(L,5,E) ( This may be wrong one here ! )
mixter
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 10/29/2004(UTC) Posts: 1,394 Location: Glastonbury, CT
Was thanked: 2 time(s) in 2 post(s)
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you have to create entry conditions, and exit conditions. then you can create a latch 1 when you are in a long and 0 when you are out
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Rank: Member
Groups: Registered, Registered Users Joined: 3/31/2009(UTC) Posts: 24
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My Re- entry condition for Buy :
1. Close should be above high of 5 ema channel.
2. Open should be below the high of the 5 ema channel.
3.
Low should be above the low of the 5 ema channel .
If this condition is true then , I want to enter into the trade everytime when this happens . =============================================
Code :
C>Mov(H,5,E) and O<mov(H,5,E)
Another way :
Code :
C>Mov(H,5,E) and O<mov(H,5,E) and L>Mov(L,5,E) ( This may be wrong one here ! )
=========================================== Exit Condition : ( Sell/close the position )
1. Close should be below high of 5 ema channel.
2. Open should be above the high of the 5 ema channel.
============================================
Code :
C<Mov(H,5,E) and O>mov(H,5,E) ===========================================
How to do - this latch .. ? I am searching the forum to learn how to write this latch function and the forumula .
mixter
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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)
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What happens when you use this code in an expert and/or system test, that you weren't expecting?
wabbit [:D]
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Rank: Member
Groups: Registered, Registered Users Joined: 3/31/2009(UTC) Posts: 24
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The new ADD -On 5 ema hi low ( on EST )and shows differeent ( better ? )results than my original 5ema hi low . The unexpected thing here is this new formula set works well in an another way. !!! I could not combine both of these formula ( original and add on ) and make it one. Apple gave me two diff performance based on the strategy which I used. Also , there are many other stocks shows this indifference !!!
Summary
5 Ema Hi Low Add On
APPLE
COMPUTER (AAPL) (60990856)
Simulation
Date 11-Feb-13 10:00:22 PM
500
Weekly Bars 18-07-03 Through 08-02-13 (3493 Days)
Performance
Profit
$26733.79
Performance
267.34
%
Annualized
Performance
27.94
%
Buy
& Hold Profit
$46497.50
Buy
& Hold Performance
464.98
%
Buy
& Hold Annualized Performance
48.59
%
Trade Summary
Total
Trades
42
Trade
Efficiency
12.27
%
Average
Profit/Average Loss
3.41
Profitable Trades
Total
25
Long
25
Short
0
Average
Profit
$1335.45
Highest
Profit
$4558.00
Lowest
Profit
$15.00
Most
Consecutive
7
Unprofitable Trades
Total
17
Long
17
Short
0
Average
Loss
$-391.32
Highest
Loss
$-1076.00
Lowest
Loss
$-24.00
Most
Consecutive
4
Maximum Position Excursions
Long
Favorable
$6354.00
Short
Favorable
$0.00
Long
Adverse
$-3984.00
Short
Adverse
$0.00
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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)
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mixter wrote:I could not combine both of these formula ( original and add on ) and make it one. Huh? I don't understand the problem? wabbit [:D]
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