metastock 8 system tester manual.pdf

8/10/2019 MetaStock 8 System Tester Manual.pdf

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MetaStock 8.0 System Tester

Brought to you by www.chaloke.com

2008-08-27


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Enhanced System Tester MetaStock . System tester 2 System tester trade trade

System Tester

- trade (simulate ) trade -

- System tester simulate trade

System tester System Tester draw down. trade (Equity) draw down. trade trade simulation draw downEquity trade

- draw down false signal

- Stystem tester optimize trade 10%, Moneymanagement 40% Psychology 60%.

money management Psychology


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1:Enhanced System Tester

Enhanced System Tester

2:Enhanced System Tester.

1. Trade 2. Trade3. Run Simulation Trade Futures


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2.1:Trade Enhanced System Tester Trade Trade Peak and Trough 1.0.

Buy Signal Peak and Trough 1.0 :

Pct : =1. 00; {Per cent age Zi g Zag};Upper : =Ref ( Peak(1, C, Pct ) , - 1) ;Lower : =Ref ( Tr ough( 1, C, Pct ) , - 1) ;Buy: =Cr oss( Bar sSi nce( Cr oss( Lower , C) ) , Bar sSi nce( Cr oss( C, Upper ) ) ) ;Buy;

Sell Signal Peak and Trough 1.0 :Pct : =1. 00; {Per cent age Zi g Zag};Upper : =Ref ( Peak(1, C, Pct ) , - 1) ;Lower : =Ref ( Tr ough( 1, C, Pct ) , - 1) ;Sel l : =Cr oss( Bar sSi nce( Cr oss( C, Upper ) ) , Bar sSi nce( Cr oss( Lower , C) ) ) ;Sel l ;

Buy Sell Trade New System System Editor

1. Trade PnT 1.02. Order Bias Trade . Order Bias

3. Portfolio Bias Order Bias test portfolio 4. Position Limit Trade


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2.2:Long tab Buy Order tab Sell Order.

Long Short tab SellShort Ordertab Buy to Cover Order

trade default.

OptimizationsEnhanced System Tester OPT Profit 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


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3:Run Test

test New Simulation Trade (PnT 1.0 ) Futures

test (Add Securities )

test

st Security Favorites.

Security test test

:Security folder (C:\MetaStockData\SET) . Security Favorites Date teadd


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4: Trade

trade

4.1) (1) Commission (3)

4

- trade

-Exit. 0.0214% commission

0.02% VAT 7%.

4 ) (1)

-Entry Exit commission fee contract size.

Test Futures

.1.1) Test (1)- Points Only Test - Initial Equity (1,000,000 )

Default Size Number of Units 1,000 -1,000 Commission fee (3) Persent of Transaction.0.0214 Entry

.1.2) Test Futures (RSS3, BWR5, TFEX,

- Points Only TestCommission fee (3) Points per Transaction.


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Futures Commission Contract Commis Entry

+ VAT Sizesion

ExitRSS3 450 + 31.5 5,000 kg (450+31.5)/5000 = 0.0963

BWR5 250 + 17.5 15,000 kg (250+17.5)/15000 = 0.01783

TFEX S50 450 + 31.5 1,000 (450+31.5)/1000 = 0.4815

ort Trade (2)

Realistic Market Prices Buy. Sell, Sell Short, Buy to

Cover (5) Delay Order

Opening Market Prices

4.2) Strategy Long only, Short onlyLong Short (2). Short onlyLong Sh

4.3) Trade : -EOD -

(4) Realistic

Edit (A 0 Close) -EOD -(B )

1 Open


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5:

run PnT 1.0 RSS.1 trade Long , delay (delay 0bar, edit data -). Commission rate 0.0963%. Summary

1) Profit = 57.1850 Pts. Contract size RSS 5,000 kg. trade 57.185 x 5000 = 285,925

2) Trade 25 25 x 2 = 50 transaction.3) -6.8926 Pts, -6.8926 x 5000 = 34,463 4) commission 4.8150 Pts, -4.8150 x 5000 = 24,075 (481.5

transaction)


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Tab Equityequity portfolio equity portfolio

Equity trade chart. Equity


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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


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simulate system

Trading System Type P & L (Pts) No. ofTrade

Highest Loss(Pts)

PnT 1.0 L only 57.1850 25 -6.8926L & S 70.2774 51 -9.3426

S only 13.0924 26 -9.3426

Equis DirectionalMovement - ExpertSystem

L only 72.4222 3 0

L & S 42.6740 10 -15.1926

S only -26.8778 3 -15.1926

PS Adaptive MovingAverage

L only 58.8272 78 -3.2926

L & S 79.9544 156 -3.2926

S only 21.1272 78 -2.9926

PS Fractal TradingSystem-1

L only 56.8480 20 -9.7926

L & S 74.8960 40 -9.7926

S only 16.9554 21 -5.3926

Equis - MACD ExpertSystem

L only 48.4958 67 -8.6926

L & S 61.7252 98 -8.6926

S only -1.3968 68 -8.3926

PS Bull Power Bear Power-1

L only 54.2070 55 -3.4926

L & S 70.1214 111 -6.7926

S only 15.9144 56 -6.7926

PS Exponential MovingAverage

L only 25.8524 179 -3.1926

L & S 13.1048 352 -3.8926

S only -12.7476 176 -3.8926

PS Percentage Crossover3%

L only 46.9366 59 -3.5926

L & S 54.2806 119 -4.9926

S only 7.3440 60 -4.9926

Equis Chande

Momentum Oscillator

L only 12.7370 5 -15.2926

L & S -15.9260 10 -21.5926

S only -28.6630 5 -21.5926

1

2

3

4

Equity 4 system.PnT system trade (Equis Directional Movement - Expert System) profit (PS

Adaptive Moving Average).

Enhanced System Tester


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metastock 8 system tester manual.pdf

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