dilmun99
10th June 2004, 07:47 PM
I like to do a visual inspection of a system on a single security before going into portfolio testing. If I've coded a system in TradeSim format, what is my best way of doing such a visual inspection (including all stops, trade delays, etc.?
My experimentation to date shows I can get part of the way there using MS System Tester - e.g. formula-based entries and exits , and even trailing stops (using TradeSim formulas) but other aspects (e.g. next day execution) run up against MS glitches. Alternatively you can input the code into Indicator Builder and show as separate indicators, but it's not very clear where the executions are actually taking place. I guess I could build an advisor, and then just cut and paste entry and exit rules, but it seems a little convoluted. Ideally I'd like to do it using the final complete TradeSim code, which would minimize errors.
Any thoughts welcome..
Andrew
My experimentation to date shows I can get part of the way there using MS System Tester - e.g. formula-based entries and exits , and even trailing stops (using TradeSim formulas) but other aspects (e.g. next day execution) run up against MS glitches. Alternatively you can input the code into Indicator Builder and show as separate indicators, but it's not very clear where the executions are actually taking place. I guess I could build an advisor, and then just cut and paste entry and exit rules, but it seems a little convoluted. Ideally I'd like to do it using the final complete TradeSim code, which would minimize errors.
Any thoughts welcome..
Andrew