Metastockuser
23rd July 2003, 07:50 PM
I'm considering using TradeSim to replace the "Enhanced System Tester" that comes with Metastock EOD 8.0.
Question 1: One thing I've run into with Metastock System tester is that 100% trades are cancled if the stock price goes up the next day. Metastock will cancle the buy because there is not enough money to buy all the stocks it calculated it was going to buy. I've had to put in a programming fix to get around that.
Will TradeSim simply recalculate the number of shares that can be purchased and proceed with the buy or does Trade Sim have a similar issue?
Question 2: I'd really like to get a year by year break out of my system trading stats when running a long system back test. Metastock has a lot of information but it will not provide a detailed year by year break out of buy-sell ratio, yearly profit/loss, etc etc. If I run separate yearly tests in Metastock they will not necessarily start out with the same position that the multi year test had going into the year. In otherwords, I'm not sure how to get metastock to povide year to year stats without my going in by hand and pulling the data out of the larger test. If you understand what my issue is here....is there a way around this in Trade Sim?
It seems to me that one of the basics of system design and testing is to conduct a test on a large amount of data then to break that data down into different markets-time frames and examin how consistent the trading was. Metastock does not appear to deal with that issue. Running individual yearly tests does not yield the same results.
Question 1: One thing I've run into with Metastock System tester is that 100% trades are cancled if the stock price goes up the next day. Metastock will cancle the buy because there is not enough money to buy all the stocks it calculated it was going to buy. I've had to put in a programming fix to get around that.
Will TradeSim simply recalculate the number of shares that can be purchased and proceed with the buy or does Trade Sim have a similar issue?
Question 2: I'd really like to get a year by year break out of my system trading stats when running a long system back test. Metastock has a lot of information but it will not provide a detailed year by year break out of buy-sell ratio, yearly profit/loss, etc etc. If I run separate yearly tests in Metastock they will not necessarily start out with the same position that the multi year test had going into the year. In otherwords, I'm not sure how to get metastock to povide year to year stats without my going in by hand and pulling the data out of the larger test. If you understand what my issue is here....is there a way around this in Trade Sim?
It seems to me that one of the basics of system design and testing is to conduct a test on a large amount of data then to break that data down into different markets-time frames and examin how consistent the trading was. Metastock does not appear to deal with that issue. Running individual yearly tests does not yield the same results.