so schlecht hatt dieses kleine System aber gar nicht abgeschitten...
In 2 Jahren knappe 2000 Punkte im Dow bei 14 Trades wovon nur 4 negativ waren.(siehe unten)
Meine Tests benutzen nur daily Charts da ich keine RT Intraday Kursversorgung habe...
Noch ne kurze Frage zur Programmierung hätte ich...
wie kann ich unter Metastock abfragen ob der z.b. ADX steigt?
oder ob das aktuelle hoch höher ist als vor zwei Tagen?
( z.b ADX(14) > ADX(14) (t-1))
Summary
Ariva(RSI) DJ INDU AVERAGE (^DJI)
Simulation Date 30.06.2004 00:46:44 500 Daily Bars 03.07.2002 Through 28.06.2004 (726 Days)
Points Only Test
Performance
Profit 1995.5977 Pts
Performance N/A
Annualized Performance N/A
Buy & Hold Profit 1350.7197 Pts
Buy & Hold Performance N/A
Buy & Hold Annualized Performance N/A
Trade Summary
Total Trades 14
Trade Efficiency 14.68 %
Average Profit/Average Loss N/A
Profitable Trades
Total 10
Long 10
Short 0
Average Profit 254.6798 Pts
Highest Profit 796.7197 Pts
Lowest Profit 1.4600 Pts
Most Consecutive 5
Unprofitable Trades
Total 4
Long 4
Short 0
Average Loss -137.8002 Pts
Highest Loss -248.1899 Pts
Lowest Loss -43.3506 Pts
Most Consecutive 1
Maximum Position Excursions
Long Favorable 903.9805 Pts
Short Favorable 0.0000 Pts
Long Adverse -1139.6099 Pts
Short Adverse 0.0000 Pts
Trade Efficiency
Average Entry 58.52 %
Average Exit 56.16 %
Average Total 14.68 %
Average Long Entry 58.52 %
Average Long Exit 56.16 %
Average Long Total 14.68 %
Average Short Entry 0.00 %
Average Short Exit 0.00 %
Average Short Total 0.00 %
Performance Indices
Buy & Hold Index 47.74 %
Profit/Loss Index 78.36 %
Reward/Risk Index 100.00 %
Accounting
Initial Equity 0.0000 Pts
Trade Profit 2546.7984 Pts
Trade Loss -551.2007 Pts
Commissions 0.0000 Pts
Interest Credited 0.0000 Pts
Interest Charged 0.0000 Pts
Final Equity 1995.5977 Pts
Open Positions 0.0000 Pts
Account Variation
Highest Account Balance 2063.4082 Pts
Lowest Account Balance -8746.3105 Pts
Highest Portfolio Value 10472.8398 Pts
Highest Open Drawdown 0.0000 Pts
Highest Closed Drawdown -135.9600 Pts
Account Events
Margin Calls 0
Overdrafts 0
Profitable Timing
Average Trade Length 22
Longest Trade Length 38
Shortest Trade Length 12
Total Trade Length 224
Unprofitable Timing
Average Trade Length 8
Longest Trade Length 14
Shortest Trade Length 4
Total Trade Length 35
Out of Market Timing
Average 15
Longest 63
Total 241
Gruss Pate
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