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clm1966
9th December 2003, 07:02 PM
Column A

EntryTrigger:= Fml( "sysentry upvolprice2") OR Fml(
"sysentry upvolprice") ;
EntryPrice:= OPEN;
ExitTrigger:= Fml( "sysexit turtle") ;
ExitPrice := CLOSE;
ExtFml("TradeSim.Initialize");
ExtFml("TradeSim.EnableDelayOfEntryByOneBar");
ExtFml("TradeSim.EnableDelayOfAllExitsByOneBar");
ExtFml("TradeSim.EnableProtectiveStop",0);
ExtFml("TradeSim.EnableTradePyramiding",
PercentProfit,3,5);
Volatility:=HHV(H,22)-(3*ATR(22));
ExtFml( "TradeSim.TrailingStop",TRIGGER,
LONG,Volatility,C,L);
ExtFml( "TradeSim.SetStopGapPriceToOpen");

ExtFml("TradeSim.RecordTrades",
"upvolprice", {Trade Data Filename}
LONG,{ Trade Position Type }
EntryTrigger,{ Entry Trigger }
EntryPrice, { Entry Price }
0.93*CLOSE,{ Optional Initial Stop }
ExitTrigger,{ Exit Trigger }
ExitPrice,{ Exit Price }
START);{ Recorder Control }


Filter
ExtFml( "TradeSim.GetSymbolLength")=4

I am having a couple issues with Tradesim Pro 3.4
beta, running on a win98 machine.Above is the system I am
testing with. loading 1300 records.

First issue:
Problem with GetSymbolLength.
1. deleted prior version of "upvolprice"
2. Ran Exploration.
3. Opened "upvolprice" in tradesim.
4. When I open the "trade database manager" I notice
some symbols have a length of 3 where I expected only
4 characters symbols too record.
5 When I run a simulation, 3 character and 4 character
trades are recorded in the trade log.

Second issue:
I have "EnableTradePyramiding" but only see "zero"
level trades recorded in the tradelog.
Some of the trades in the trade log have Greater than
3% gain and I thought a second level
trade in the same ticker would occur at that point. I
have tried the 4 "Position Size Models".
Both "Pyramid Profits", and "Pyramid Trades" are
selected. On preferences, "Favor Trade Pyramids" is
selected.

Not sure what I am overlooking.

Thanks,
Chris

clm1966
10th December 2003, 04:50 PM
I asked the above question using the support email before posting the message on the forum. Here is the response to the support email for everyones benefit.

Hello Chris

ExtFml( "TradeSim.GetSymbolLength")=4

This should be run as a separate exploration used to filter out stocks
of a
certain symbol size length and should never be included in a trade
database
exploration. See document
"AN-1 Generating a Portfolio Security List in Metastock the Easy Way"
from
the download page http://www.compuvision.com.au/DownloadTradeSim.htm

Also you need to assign the trailing stop formula following to
something

For example the following is what you really want.

ExitTrigger:= Fml( "sysexit turtle") OR ExtFml(
"TradeSim.TrailingStop",TRIGGER,LONG,Volatility,C,L);

For pyramid trades make sure that "Ignore pyramid trades" option is not
disabled in the Global Preferences.

Regards
David