| meast |
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Gold User, Member, Platinum User, TeleChart
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| Registered User |
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| Unsure |
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| Saturday, March 26, 2005 |
| Thursday, February 4, 2016 5:13:34 PM |
18
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TX jas for the post. It took a yr but I have one that seems to work. Is there any way to set the period for the calculation, as you would in backscanner? I would prefer to test only a few years but the indicator shows equity for all price data since 1991.
mick
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Backtesting results are better for some MA strategies if negative offset is used. Is this practical or is a negative-offset MA actually using future data that you do not have at the time of a transaction (not much explanation in the manual)?. Guess I need more details on how an offset MA is calculated/plotted.
mick
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Backtesting results are better for some MA strategies if negative offset is used. Is this practical or is a negative-offset MA actually using future data that you do not have at the time of a transaction (not much explanation in the manual)?. Guess I need more details on how an offset MA is calculated/plotted.
mick
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Backtesting results are better for some MA strategies if negative offset is used. Is this practical or is a negative offset MA actually using future data that you do not have at the time of a transaction (not much explanation in the manual)?. Guess I need more details on how an offset MA is calculated/plotted.
mick
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Thanx a lot Bruce. I think I have it working now.
mick
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Thanx Bruce
It seems to work.
Some Qs since I am not familiar with Realcode and can't find in the manual:
What is the purpose of "_" after AndAlso? It seems to compile ok without.
Is it realy necessary to use caps for "True", "False", "AndAlso" etc?
mick
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I have been having fun backtesting different stop losses with daily data in SF but finally noticed that the system was automatically re-entering the trade 1 bar after being stopped out.
As I used to understand it, a stop loss was properly implemented in the following typical sequence:
1) The trade is entered when required conditions are met ("setup");
2) Trade is exited when price falls X% below entry price;
3) At some point, the required entry-setup conditions no longer exist.
4) Entry-setup conditions are present again and a new trade is initiated.
In this sequence, you are out of the market between 2) and and 4). If you use the stop-loss rule provided in Backscanner on the pull-down menu for Trade-Based Rules, SF enters a new trade one bar after exiting at 2) whenever the required entry conditions are still present. I have tried several ways to change the way the SF stop loss works, including different types of sequences, to no avail. One obstacle I found was that trade-based rules can't be added to a Sequence.
Any ideas?
mick
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tx, I will give it a try. Eventually maybe Worden will have SF charts or backscanner looking ahead 1 day and showing impending trades for next open.
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I have some systems that are based on maybe 5 rules and a dedicated backscanner page, with rules, indicators, and trades all set up on the chart and optimized for a single equity. It doesn't seem reasonable to have to drag all of the rules to a watchlist to see if one stock meets each of them, every evening. I was hoping that there would be some kind of signal or message on the chart or in backscanner telling me that a transaction is required at next open.
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good. tx bruce
now how do I get SF to alert me tonight if my rules require a transaction tomorrow at open, based on today's closing data?
mick
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