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In the strategy tester, is the default for entry at the open of the next bar? To specify entry at the close price of the previous bar, if it satisfied the entry requirement, is this correct?
entryPrice:=IF( {entry rule} RSI(23)<11.1, REF(C,-1));
entryPrice;
Not sure what the extra entryprice is for, just copying wabbit's work.
Also, not sure how to remove the t-bill or money market (non system related) returns from strategy tests.
~Thanks~
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Rank: Advanced Member
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How do you think you are going to enter a trade on a bar which has already closed? See : http://forum.equis.com/forums/thread/29444.aspx MS an instruction for the value of the indicator. See the effect of defining a variable and not giving MS the instruction to do anything with it by creating a new indicator, with code: x:=3 and plot it in a new window. Nothing happens. Edit the formula: x:=3; x; and plot it. See a horizontal line at the value of 3. It's all in the manual!
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Rank: Advanced Member
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Joined: 3/30/2009(UTC)
Posts: 46
Location: Hawaii, US
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Hmm, I'd use a 'limit on close' order, which would require me to back out a value if entry/exit is based on a RSI value. But, totally doable, and seems worth testing, might want to enter on open and exit at close etc
Were you referring to the MS formula primer, or another manual? Thanks tons!!
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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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manatrader wrote:Were you referring to the MS formula primer and the MS Users Manual wabbit [:D]
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