GeeBee
11th May 2005, 07:18 AM
I am working on a couple of MT Trend systems that I am running through
Tradesim Pro. And have struck a few problems.
On the trade parameters page there are several options for Entry and
Exit orders, I can only assume
that I should use the Default option in both cases as I have told tradesim
what the entry and exit prices should be as follows.
LE := C+0.5*ATR(14);
LongEntryPrice := If(O>Ref(LE,-1),Ref(LE,-1),O);
LongExitTrigger:=
ExtFml("TradeSim.TrailingStop",TRIGGER,LONG,5*ATR(30),HIGH,CLOSE);
LongExitPrice := OPEN;
However in default mode Tradesim considers that there is no slippage which is not as things are in the real world.
If I select Limit Order for entrys and Market Order for exits it makes a
significant improvement to the results so Im not sure which I should be
using.
I would appreciate it if someone could point me in the right direction
Also I am a little cofused with the Random Walk and Original Ordering function, in order to test how robust a system is I guess I need to run a simulation in Random Walk several times and then average the results, or upgrade to Enterprise is there any other way around this??
Thank you
GeeBee
Tradesim Pro. And have struck a few problems.
On the trade parameters page there are several options for Entry and
Exit orders, I can only assume
that I should use the Default option in both cases as I have told tradesim
what the entry and exit prices should be as follows.
LE := C+0.5*ATR(14);
LongEntryPrice := If(O>Ref(LE,-1),Ref(LE,-1),O);
LongExitTrigger:=
ExtFml("TradeSim.TrailingStop",TRIGGER,LONG,5*ATR(30),HIGH,CLOSE);
LongExitPrice := OPEN;
However in default mode Tradesim considers that there is no slippage which is not as things are in the real world.
If I select Limit Order for entrys and Market Order for exits it makes a
significant improvement to the results so Im not sure which I should be
using.
I would appreciate it if someone could point me in the right direction
Also I am a little cofused with the Random Walk and Original Ordering function, in order to test how robust a system is I guess I need to run a simulation in Random Walk several times and then average the results, or upgrade to Enterprise is there any other way around this??
Thank you
GeeBee