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coinralph  
#1 Posted : Sunday, April 8, 2007 10:47:03 AM(UTC)
coinralph

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Is there any way to back test an indicator in Metastock through the system tester or some other method? Thanks!

Ralph

Jose  
#2 Posted : Sunday, April 8, 2007 11:00:41 AM(UTC)
Jose

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You can backtest entry & exit signals based on conditions (e.g. C>Mov(C,21,S), but you must first define your methodology for these signals. And even then, comparing backtest results with markedly different risk (drawdown) profiles is a difficult task. The risk-normalization of any backtest results is essential. More on this issue here: Trading System Evaluation/Development Tools Part 2 jose '-)
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