MetaStock 8.

0 System Tester

Brought to you by www.chaloke.com

2008-08-27

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 down
Equity trade
-

draw down false signal

Stystem tester
optimize trade 10%, Money
management 40% Psychology 60%.
money management Psychology



1: Enhanced System Tester
Enhanced System Tester

2: Enhanced System Tester.

1. Trade
2. Trade
3. Run Simulation Trade Futures

 2.1: Trade

Enhanced System Tester Trade

Trade Peak and Trough 1.0.
Buy Signal Peak and Trough 1.0 :
Pct:=1.00; {Percentage Zig Zag};
Upper:=Ref(Peak(1,C,Pct),-1);
Lower:=Ref(Trough(1,C,Pct),-1);
Buy:=Cross(BarsSince(Cross(Lower,C)),BarsSince(Cross(C,Upper)));
Buy;
Sell Signal Peak and Trough 1.0 :
Pct:=1.00; {Percentage Zig Zag};
Upper:=Ref(Peak(1,C,Pct),-1);
Lower:=Ref(Trough(1,C,Pct),-1);
Sell:=Cross(BarsSince(Cross(C,Upper)),BarsSince(Cross(Lower,C)));
Sell;
Buy Sell Trade
New System System Editor
1. Trade PnT 1.0
2. Order Bias Trade . Order Bias

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

 2.2:
Long tab Buy Order
tab Sell Order.

Long Short tab Sell

Short Order tab Buy to Cover Order
trade default.

Optimizations Enhanced 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

 3: Run Test
test New Simulation

Trade ( PnT 1.0 ) Futures

test ( Add Securities
)

Security test test

test

: Security folder ( C:\ MetaStock

Data\SET) . Security Favorites Date test
add Security Favorites.

 4: Trade
trade

4.1) Test Futures (1) Commission (3)

4.1.1) Test (1)
- Points Only Test
- Initial Equity ( 1,000,000 )
- Default Size Number of Units trade
1,000 - 1,000
- Commission fee (3) Persent of Transaction.
0.0214 Entry Exit. 0.0214% commission
0.02% VAT 7%.
4.1.2)

Test Futures (RSS3, BWR5, TFEX, ) (1)

- Points Only Test
- Commission fee (3) Points per Transaction.
Entry Exit commission fee contract size.


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)

Strategy Long only, Short only Long Short (2).

Short only Long Short
Trade ( 2)

4.3)

Trade : - EOD -
Realistic Market Prices Buy. Sell, Sell Short, Buy to
Cover

Edit ( A
) -
EOD -
( B )

(5) Delay Order

Opening
0

(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

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)

Tab Equity equity portfolio

Equity trade chart.

Equity

 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

Equis - MACD Expert

System

L only
L&S
S only

48.4958
61.7252
-1.3968

67
98
68

-8.6926
-8.6926
-8.3926

PS Bull Power Bear Power1

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

EquisDirectional Movement-Expert System, Long only, P&L=72.4222, Trade=3, Loss=0

Draw down 3
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