Rank: Advanced Member
Groups: Registered, Registered Users Joined: 8/13/2005(UTC) Posts: 170
Thanks: 7 times
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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
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 4/1/2006(UTC) Posts: 135 Location: Romania
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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
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 8/13/2005(UTC) Posts: 170
Thanks: 7 times
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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
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 4/1/2006(UTC) Posts: 135 Location: Romania
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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.
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 8/13/2005(UTC) Posts: 170
Thanks: 7 times
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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
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 8/13/2005(UTC) Posts: 170
Thanks: 7 times
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My problem is still persisting.
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 8/13/2005(UTC) Posts: 170
Thanks: 7 times
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I am still hoping that i may get a solution to my problem.
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