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uasish  
#1 Posted : Monday, May 21, 2007 10:50:56 AM(UTC)
uasish

Rank: Advanced Member

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Joined: 8/13/2005(UTC)
Posts: 170

Thanks: 7 times

Hi,

For backtesting in TradeSim,even if i put simple RSI(14) in MS ,invariably trade signals start from Dec'2006,though i have datas from 2000 (2500 bars loaded both in chart & Explo option).

In explo report it is N/A (this can be changed to zero by Forum dll Sum).

How to solve this.

Asish

*PP  
#2 Posted : Monday, May 21, 2007 11:49:45 AM(UTC)
*PP

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Joined: 4/1/2006(UTC)
Posts: 135
Location: Romania

There must be an error in ur code. Post here the entire exploration code for others to check, only in this way one could see the possible mistake.

Cheers

uasish  
#3 Posted : Thursday, May 24, 2007 5:35:34 AM(UTC)
uasish

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 8/13/2005(UTC)
Posts: 170

Thanks: 7 times

Jose's transformation of my code.
.........................................8............
{ Asish Roy Chowdhury's entry signals }

{ Variables }
LLVpds:=20;
RSIpds:=14;
RSIback:=2;
RSImax:=35;
WillRpds:=14;
WillRmax:=-95;
AlertPds:=10;

{ Conditions }
RSIlow:=LLV(RSI(RSIpds),LLVpds);
RSItrend:=RSIlow<Ref(RSIlow,-RSIback)
AND RSIlow<RSImax;
RSIsignal:=RSItrend=0 AND Alert(RSItrend,2);
CompositeTrend:=Alert(RSIsignal,AlertPds)
AND WillR(WillRpds)<WillRmax;
CompositeSignal:=CompositeTrend=0
AND Alert(CompositeTrend,2);

{ Plot in own window }
CompositeSignal

*PP  
#4 Posted : Thursday, May 24, 2007 6:23:48 AM(UTC)
*PP

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 4/1/2006(UTC)
Posts: 135
Location: Romania

Uasish,

I meant ur entire tradesim exploration code. This one has nothing to do with dates... to not allow signals before or beyond any particular date.

uasish  
#5 Posted : Thursday, May 31, 2007 6:49:32 PM(UTC)
uasish

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 8/13/2005(UTC)
Posts: 170

Thanks: 7 times

Suppose we make that above code = fml ...

then Exploration for TradeSim

.................................................................

EntryTrigger := Fml( ) ;
EntryPrice := OPEN ;
ExitTrigger := rsi(14) > 70 ;
ExitPrice := OPEN;
InitialStop:=(EntryPrice - EntryPrice*.02);

ExtFml( "TradeSim.Initialize");
ExtFml( "TradeSim.SetValue",SystemID,0);
ExtFml("TradeSim.SetValue",InitialMargin,50000); {sets the Initial Margin to $4300 }

ExtFml("TradeSim.SetValue",MaxLoss,5000); {sets the Maximum Loss to $5000 }

ExtFml("TradeSim.SetValue",TransactionCost,200); {sets the Transaction Cost to $25 }

ExtFml( "TradeSim.RecordTrades",
".........", { Trade Database Filename }
LONG, { Trade Position Type }
EntryTrigger, { Entry Trigger }
EntryPrice, { Entry Price }
InitialStop, { Optional Initial Stop }
ExitTrigger, { Exit Trigger }
ExitPrice, { Exit Price }
START); { Recorder Control }

...................................................................

This is the code

uasish  
#6 Posted : Wednesday, June 13, 2007 6:50:06 AM(UTC)
uasish

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 8/13/2005(UTC)
Posts: 170

Thanks: 7 times

My problem is still persisting.

uasish  
#7 Posted : Thursday, July 5, 2007 5:55:58 AM(UTC)
uasish

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 8/13/2005(UTC)
Posts: 170

Thanks: 7 times
I am still hoping that i may get a solution to my problem.
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