Mr. Plato,
I started using System Tester only recently, there are many features I came across in it, and faced some problems. I think it will be appropriate to post some of my initial observations:
PROBLEM ONE:-In the Enhanced System Tester (EST) it is possible to have a dynamic Entry size (Based upon the results of a formula). For example, it is possible to write the following formula for entry size with the "Number of Units" option selected from the drop down menu.
INT((4000/C)/50)*50
However,if we change the formula to:
INT((4000/mov(c,s,2))/50)*50
The results of this formula will not be available on the first bar of testing. This non-availability of entry size on the first bar can have the following unexpected results:
Buy & hold profit will be shown as ZERO
Buy & hold perfomance will be shown as ZERO
Buy & hold annulized perfomance will be shown as ZERO
Buy & hold index will be shown as ZERO
PROBLEM TWO:-The data range function in the Forum DLL is very good for controlling the test period range. However, it can only filter out trades and - it can not have its effect on the Buy & hold figures. Although,only those trades will be taken which fall with in the date range function, the Buy & hold figures as enumerated above will be calculated from the first bar specified in the date button of the system tester and they will be calculated upto the last bar. Further it is possible that the open trades may not be closed on the last bar,if option to close trades on last bar has been selected.
SOLUTION:-Both the above problems can be solved,if we have load date range and test date range separately. There is a button with caption "dates..." on the select securities dialogue in EST. Here we can specify a date range or number of periods to use. It will be more convinient if the functionality of date range DLL function is formalised into this dates selection dialogue. I mean - please give option to select date/time range separately for LOAD date range and TEST date range here itself, on the lines of LOAD date Range and DISPLAY date range in X-axis properties.


The load date range can ensure that all the formula used have appropriate defined valid values at the first bar of test date range and test date range can be used to calculate Buy & Hold figures, closing on last bar and obviously the system tester trades.
I will look forward to have your views.
Regards,
SMG
PS : Please pay particular attention to the YEAR in first image. Presently it is possible to write year in more than 4 digits there. This problem seems to be there in date and month portion also. You may want to ensure robustness here.