hp
21st October 2003, 11:15 PM
When I try to test a simple long/short system which includes
Cross(C,Ref(HHV(H,3),-1)) as the Long Entry trigger,
Cross(Ref(LLV(L,3),-1),C) as the short Entry trigger,
Ref(LLV(L,3),-1) as the Long Initial stop,
Ref(HHV(H,3),-1) as the Short Initial stop,
I encounter several problems:
1. The trade database only shows the long trades. However, if I run the short side of the system separately, I now get the short trades. I cannot get Tradesim to bring up both the long and the short trades in the one database.
2. If I change the Initial stop to say
Ref(LLV(L,2),-1) for the long side and
Ref(HHV(H,2),-1) for the short side
there are some trades in the original database which are not in the new database (even though the entry is the same and should have been triggered in both instances and I am not already in the trade).
Cross(C,Ref(HHV(H,3),-1)) as the Long Entry trigger,
Cross(Ref(LLV(L,3),-1),C) as the short Entry trigger,
Ref(LLV(L,3),-1) as the Long Initial stop,
Ref(HHV(H,3),-1) as the Short Initial stop,
I encounter several problems:
1. The trade database only shows the long trades. However, if I run the short side of the system separately, I now get the short trades. I cannot get Tradesim to bring up both the long and the short trades in the one database.
2. If I change the Initial stop to say
Ref(LLV(L,2),-1) for the long side and
Ref(HHV(H,2),-1) for the short side
there are some trades in the original database which are not in the new database (even though the entry is the same and should have been triggered in both instances and I am not already in the trade).