System Based Trading

uasish · #11 27th April 2007, 10:57 PM

Quote:

Originally Posted by ppvsin

Dear uasish

Great job. Can u throw some light on the above said system

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

oxusmorouz · #12 28th April 2007, 09:16 AM

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!

uasish · #13 28th April 2007, 09:20 AM

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.************/file/14882722...rt_part_1.html

Part 2 = http://www.************/file/14882737...rt_Part_2.html
Part 3 = http://www.************/file/14882750...rt_Part_3.html

Asish

uasish · #14 28th April 2007, 09:34 AM

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

oxusmorouz · #15 28th April 2007, 09:35 AM

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

oxusmorouz · #16 28th April 2007, 09:37 AM

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

uasish · #17 28th April 2007, 10:22 AM

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

oxusmorouz · #18 28th April 2007, 10:49 AM

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.

uasish · #19 28th April 2007, 01:40 PM

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

oxusmorouz · #20 28th April 2007, 01:57 PM

Quote:

Originally Posted by uasish

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...

Similar Threads for: System Based Trading
Thread	Thread Starter	Forum	Replies	Last Post
Web-based trading service vs. Trading Terminal	bhangima	Brokers & Demat Matters	17	7th December 2007 11:04 PM
Which is the best exe based trading software?	fullyaddicted	Software	4	14th November 2007 10:57 AM
Power Indiabulls & Web based Trading on a PDA??	abhayt	Software	2	26th December 2006 08:37 AM
Web based trading using sun JAVA	amaren	Software	17	26th July 2006 01:38 PM