Basic Search

 

 

 

We speak
 

 Contact me for Custom work
or One on One Platform Instruction 

follow me on: 


« Mon 2/4/2013 | Main | Fri 2/1/2013 »
Monday
Feb042013

Sat-Sun 2/2-3/2013

02-02-2013 04:18:15
Toysrme
is it just me or is the back testing engine crazy slow / not on right now?
well, its back up now
02-02-2013 06:49:01
Door
Yeah mine is very slow too toysrme.. has been that way for a day or two now
Question for anyone.. If i do a strategy where i want it to signal if the previous MACD histogram is greater then the prev day.. will that work if the MACD is still under the zero line being negative? or only when its above the zero line?
Guess the question is will RTS know if a MACD historgram is higher then the day before if its negative
02-02-2013 09:09:52
BruceB_RR
Yeah, that should work ok door. -1.0 is greater then -1.5
02-02-2013 09:14:18
Midwest_Trader
RR: Good morning. I like the simplicity of your EOD on Friday modification you made to my version using single OLTC's. I have been running tests with both versions. I would think I would get similar results with each. My version shows sales between 15:55 and 16:00 and your version does not. A peculiarity common to both is that trades entered into in one week are staying over till the next week. I would have through that both versions would close all open positions on Friday.
02-02-2013 09:17:10
BruceB_RR
Interesting, I tested it using it as a Buy signal, so all of the results were on Fri between 15:55 and 16:00
Good Morning MT :)
02-02-2013 09:18:15
Midwest_Trader
Yes... odd.
02-02-2013 09:20:06
BruceB_RR
You could try changing the Today Between to a Today After.
02-02-2013 09:24:46
Midwest_Trader
I will give that a try
Same result as Today Between version.
02-02-2013 09:28:53
BruceB_RR
You could also try yours using regular OHLC's instead of the Singal OHLC's. The Singal OHLC would have extra cycle time to get the symbol to test. The regular OHLC already has the symbol to test.
I'll be back in a few, I need some coffee and some breakfast :)
02-02-2013 09:41:56
Midwest_Trader
OK. I had a "Target Market" order for my exit with an entry price set to $0.00. Changed it to "Market" for the exit and the results were as I expected with both versions of the strat producing the same results.
Too much to keep my head wrapped around sometimes.
02-02-2013 09:44:51
BruceB_RR
Cool, I know they are still working on the exit problems we are seeing. But it is good to see some of it is working like it should.
02-02-2013 09:45:38
Midwest_Trader
Results are now showing all entries made during a given week are exiting by 15:59 on Friday. The only exception is this week. Makes me wonder if 2/1 data is not in the backtest dataset.
02-02-2013 09:46:18
BruceB_RR
We saw that last week also.
02-02-2013 09:46:34
Midwest_Trader
The only exit problems I have had is in papermoney. I have always gotten the results I expect out of TO and BT.
02-02-2013 09:47:45
BruceB_RR
That Target Market order should have worked also.
02-02-2013 09:47:54
Midwest_Trader
Reminds me of my previous life as a programmer. Always helps to have someone look over your shoulder at your code. Somehow problems magically reveal themselves.
02-02-2013 09:49:12
BruceB_RR
:) and sometimes it is just the threat of having someone else look at it. ;)
02-02-2013 09:49:34
Midwest_Trader
Only thing I saw was, when I went back and looked at an issue I thought should have exited with target market is the one minute bars on the chart were unchangned and then dropped lower a minute before the bell. If it was looking for a specific $ amount, it never found it, which I believe would be the case with target market, right?
They were unchanged starting at or before 15:55 through one minute before bell.
Powerful system. It does just what you tell it ot do... Not what you sometimes believe you think you are seeing.
time for some breakfast for me. tty later.
02-02-2013 09:51:32
BruceB_RR
Yeah, I generally test rules with both Target Market and Stop Market set to zero.
02-02-2013 09:57:58
Door
is there a way i can change how the BT bases its commission. Its doing it per 100 shares? OH does it a flat rate of $4?
02-02-2013 10:00:08
BruceB_RR
Not at the moment, send it in as a request :)
Makes sense to me.
02-02-2013 11:43:40
Door
Anyone know a way to make a rule so it will exit before a companys earnings? I dont see anything to do this
02-03-2013 09:21:32
BruceB_RR
Door, that is a feature that they have said we will get eventually. Eranings and Dividend dates.
02-03-2013 07:46:02
Door
Do you have the default symbol lists? mine dont load anymore
02-03-2013 09:01:39
BruceB_RR
Hmmm, Mine seem to be missing also.
02-03-2013 09:29:12
Door
boo

Reader Comments

There are no comments for this journal entry. To create a new comment, use the form below.

PostPost a New Comment

Enter your information below to add a new comment.

My response is on my own website »
Author Email (optional):
Author URL (optional):
Post:
 
Some HTML allowed: <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <code> <em> <i> <strike> <strong>