System Based Trading

Thks,the signals are based on Metastock (self coded ,basing on TA )

I don't believe that system can be further improved. The equity curve is the smoothest I've seen and drawdowns are restricted significantly. Amazing!

Oxy,
I cant save the entire report,rather dont know the method,hence plz bear the inconvinience of going thru 3 links.
Part 1 = http://www.4shared.com/file/14882722/c642b2f4/Detailed_Report_part_1.html

Part 2 = http://www.4shared.com/file/14882737/af33773a/Deatailed_Report_Part_2.html
Part 3 = http://www.4shared.com/file/14882750/670d451f/Deatailed_Report_Part_3.html

Asish

I believe the SL % Hit is , 2.47 % of initial capital $ 5000

Try this procedure:
1) Go to combined report ---> right click and choose "export combined report"
2) After exporting, attach the txt file in traderji.

It says protective stop exit = 0%. I guess the protective stop wasn't used.

Oxy,
Thks.
.........................8.....................
EntryTrigger := Fml( "System ...............") ;
EntryPrice := CLOSE;
ExitTrigger := Fml( ...........) > C ;
ExitPrice := O;
InitialStop := If(Fml( "System - ...........") = 1 ,Ref(L,-1),0);
ExtFml( "TradeSim.Initialize"); { Initialize internal variables }
ExtFml("TradeSim.EnableDelayOfEntryByOneBar");
ExtFml("TradeSim.DisableDelayOfAllExitsByOneBar");
ExtFml("TradeSim.EnableProtectiveStop",0);
ExtFml("TradeSim.SetExitPriceToInitialStop");
ExtFml( "TradeSim.RecordTrades",
"System Asish 1 example", { Trade Data Filename }
LONG, { Trade Position Type }
EntryTrigger, { Entry Trigger }
EntryPrice, { Entry Price }
InitialStop, { Initial Stop }
ExitTrigger, { Exit Trigger }
ExitPrice, { Exit Price }
START); { Trade Recorder Control }
........................................................8...........................
Where is it wrong ? (To enable Protective Stop)

Asish

I think
InitialStop := If(Fml( "System - ...........") = 1 ,Ref(L,-1),0);
can be substitued with something like
InitialStop:= LLV(L,3); {or whatever the period maybe}
or so.

Or maybe the stop wasn't triggered at all and the exits were based on normal system based exits.

Oxy,

How does it effect ? Suppose the system used it's normal exit,can you plz elaborate.
This is the 2nd System for your purview.My computer is getting hanged ,continuously whenever i am trying to generate a portfolio simulation report,do i have to increase the RAM from 256 upwards ?
Here in the 2nd System the population is entire NSE stocks ,period same like earlier,initial capital same & no commission / slippage taken into a/c.

Asish

I'm not sure regarding the ram part of it.
Normal exit = exit generated by your system
Protective stop exit = exit when price hits your initial stop

In the 2nd system, there exits no drawdown at all? hmm...since the system has 87% winning trades, the remaining 13% losing trades should result in a drawdown (even though negligible)...I think there is some mistake here...