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Enhanced System Tester does not work correctly or I do not understand it
Rank: Newbie
Groups: Registered, Registered Users, Subscribers Joined: 11/4/2010(UTC) Posts: 8
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I have created a simple Enhanced System Tester wir Buy: cross(mov(C,9,s),mov(C,60,s)) Sell: cross(mov(C,60,s),mov(C,9,s)) When I run the system test and plot it on chart the buy and sell arrows are not at that positions where MovingAverage 9 and MovingAverage 60 crosses. Look at the attachment.
Why is that so?
Regards pelumu
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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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Rank: Newbie
Groups: Registered, Registered Users, Subscribers Joined: 11/4/2010(UTC) Posts: 8
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I have tried to upload the file on my web server an link it, but it doesn't work.
I try it later again.
pelumu
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Rank: Newbie
Groups: Registered, Registered Users, Subscribers Joined: 11/4/2010(UTC) Posts: 8
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So, now I have found a way to upload the picture: A delay of 1 days and real market price are selected. pelumu
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 7/25/2005(UTC) Posts: 1,042
Was thanked: 57 time(s) in 54 post(s)
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Hi Pelumu
It's pretty obvious what the problem is with your chart, and the EST result is almost certainly correct in the example provided. Try scaling the 60-period SMA to the same scale as the price chart and the 9-period SMA and you'll find that the crossovers line up as expected.
The clue that tells the story on scaling is that the longer SMA peaks at the same level as the highest price and bottoms at the same level as the lowest price. If you think about it you'll realize that an SMA (and most other MAs) shouldn't do that.
Roy
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Rank: Newbie
Groups: Registered, Registered Users, Subscribers Joined: 11/4/2010(UTC) Posts: 8
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Hi Roy,
that's it.
Thank you very much for your help.
pelumu
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Enhanced System Tester does not work correctly or I do not understand it
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