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MetaStock 8 System Tester Manual PDF
MetaStock 8 System Tester Manual PDF
0 System Tester
2008-08-27
System Tester
-
trade ( simulate
)
trade -
Stystem tester
optimize trade 10%, Money
management 40% Psychology 60%.
money management Psychology
1: Enhanced System Tester
Enhanced System Tester
2.1: Trade
2.2:
Long tab Buy Order
tab Sell Order.
test.
Moving Average MA MA
-
cross(mov(C, 20, s), mov(C, 30, s));
- Optimizations: cross(mov(C, OPT1, s), mov(C, OPT2, s));
MA (OPT1) 10 30 1 (test 21 )
MA (OPT2) 25 50 1 (test 26 ). test 21x26 =
546 OPT1 OPT2
Optimization:
Optimized trade Optimized
Optimization
Psychology Trade
3: Run Test
test New Simulation
4: Trade
trade
Futures Commission Contract
+ VAT
Size
RSS3
BWR5
TFEX S50
450 + 31.5
250 + 17.5
450 + 31.5
5,000 kg
15,000 kg
1,000
Commission Entry
Exit
(450+31.5)/5000 = 0.0963
(250+17.5)/15000 = 0.01783
(450+31.5)/1000 = 0.4815
4.2)
4.3)
Trade : - EOD -
Realistic Market Prices Buy. Sell, Sell Short, Buy to
Cover
Edit ( A
) -
EOD -
( B )
(4) Realistic
Market Prices
Close
Open
5:
run PnT 1.0 RSS.1 trade Long , delay (delay 0
bar, edit data -). Commission rate 0.0963%. Summary
Trade
Trade MetaStock Trade
Trade
Criteria : RSS.1, trade Long , delay (delay 0 bar, edit data
-). Commission rate 0.0963%.
simulate 3 Long only, Long and Short Short only. RSS.1
simulate 06/10/2004 15/08/2008.
- P&L (Pts) points. contract size
- No. of trade trade 1 1 position
1
- Highest Loss (Pts) simulate.
( highest loss)
draw down
PnT 1.0 Long only highest loss -6.8926 3
draw down -15.3815
simulate system
Trading System
57.1850
70.2774
13.0924
No. of
Trade
25
51
26
Highest Loss
(Pts)
-6.8926
-9.3426
-9.3426
L only
L&S
S only
72.4222
42.6740
-26.8778
3
10
3
0
-15.1926
-15.1926
L only
L&S
S only
58.8272
79.9544
21.1272
78
156
78
-3.2926
-3.2926
-2.9926
L only
L&S
S only
56.8480
74.8960
16.9554
20
40
21
-9.7926
-9.7926
-5.3926
L only
L&S
S only
48.4958
61.7252
-1.3968
67
98
68
-8.6926
-8.6926
-8.3926
L only
L&S
S only
54.2070
70.1214
15.9144
55
111
56
-3.4926
-6.7926
-6.7926
PS Exponential Moving
Average
L only
L&S
S only
25.8524
13.1048
-12.7476
179
352
176
-3.1926
-3.8926
-3.8926
PS Percentage Crossover
3%
L only
L&S
S only
L only
L&S
S only
46.9366
54.2806
7.3440
12.7370
-15.9260
-28.6630
59
119
60
5
10
5
-3.5926
-4.9926
-4.9926
-15.2926
-21.5926
-21.5926
PnT 1.0
1
Equis Directional
Movement - Expert
System
PS Adaptive Moving
Average
PS Fractal Trading
System-1
Equis Chande
Momentum Oscillator
Type
P & L (Pts)
L only
L&S
S only
Equity 4 system.
PnT system trade
(Equis Directional Movement - Expert System) profit (PS
Adaptive Moving Average).
Enhanced System Tester
Equity 4 system.
PnT 1.0, Long and Short, P&L=70.2774, Trade=51, Highest loss=-9.3426
Draw down
Trade
Profit
PS Adaptive Moving Avg, Long and Short, P&L=79.9544, Trade=156, Highest loss=-3.2926
Draw down
Trade
Profit
PS Fractal Trading System-1, Long and Short, P&L=74.8960, Trade=40, Highest loss-9.7926
Draw down
Trade
Profit