Code query

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Code query

Postby emo » Fri Apr 05, 2013 5:01 pm

I have implimented the following code in SS inorder to buy when daily close is above 10 month SMA and go flat when close is bellow it... for some reason i get 0 results on the equity curve screen and all other outputs. Any suggestions:

Entry:
close>(period(MONTHLY, mov(close,@months, simple)))
Exit:
close>(period(MONTHLY, mov(close,@months, simple)))

@months is set at 10
emo
 
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Re: Code query

Postby Overload » Fri Apr 05, 2013 5:54 pm

Could it be that your filters are too tight? Enter the Setups > Trade Settings menu, Combination Filters tab, and uncheck the "Enable Filtering of Combination Results" box. If you've never used that feature before, be careful not to start storing all of your results to the database or it will quickly fill up the 50,000 maximum. Combination Filters need to be managed to allow only the result through that you most want to see.

Pete
Overload
 
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Re: Code query

Postby emo » Wed Apr 10, 2013 1:41 pm

Thanks Pete

The box was never ticked. Its strange that i am getting this... maybe you can run the strategy? I applied it to daily data on the SPY ETF down loaded from Yahoo Finance using the SS import menu as usual.

Let meknow if you get same null results please
emo
 
Posts: 19
Joined: Thu Mar 14, 2013 1:51 pm

Re: Code query

Postby Overload » Wed Apr 10, 2013 2:32 pm

Did you intend to use greater-than signs (>) in both your Entry and Exit Strings? You will likely get more results if your Exit String uses a less-than sign (<).

Pete
Overload
 
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Re: Code query

Postby emo » Wed Apr 10, 2013 3:16 pm

gosh how daft of me - thoroughly disgraceful.
Thank you for setting it straight Pete
emo
 
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Joined: Thu Mar 14, 2013 1:51 pm

Re: Code query

Postby emo » Wed Apr 10, 2013 3:21 pm

ironically i am thankful that typo was not in the code in SS!... had felt very silly.
This is the copy paste of the code:

ENTRY:
close>(period(MONTHLY, mov(close,@months, simple)))

EXIT:
close<period(MONTHLY, mov(close, @months, simple))

VARIABLE:
@months set FROM: 10 TO: 10 STEP: 1

No trade level filters switched on in setup
emo
 
Posts: 19
Joined: Thu Mar 14, 2013 1:51 pm

Re: Code query

Postby Overload » Wed Apr 10, 2013 5:13 pm

It worked perfectly here with my settings. I ran against the DJIA Sector for a period of 1 year, and there were on average about 200 trades per combination. You might want to experiment with some different settings to see if that's the issue. For example, start with a larger sector and a larger evaluation period and then work your way backward once you start seeing results.

Pete
Overload
 
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Joined: Wed Nov 30, 2005 12:14 pm

Re: Code query

Postby emo » Thu Apr 11, 2013 11:37 am

Nothing still - even after runing on Dow jones 30....
I sthere anyway of resetting SS to 'factory settings' so to speak? or do i have to reinstall the program?

Ermes
emo
 
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Joined: Thu Mar 14, 2013 1:51 pm

Re: Code query

Postby Overload » Thu Apr 11, 2013 12:54 pm

Probably the best way for me to look further would be for me to get a copy of your system. Please use the File > Backup System menu in StrataSearch to create a backup file. You can then send me a copy at support@stratasearch.com and I will look a little closer for what might be going on.

Pete
Overload
 
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Re: Code query

Postby emo » Thu Apr 11, 2013 1:42 pm

okay will send that now - please look out for email from lathambk1@gmail.com
emo
 
Posts: 19
Joined: Thu Mar 14, 2013 1:51 pm

Re: Code query

Postby Overload » Thu Apr 11, 2013 5:18 pm

There does not appear to be a problem with your code or settings. In fact, I right-clicked on some of your "zero" results and selected "Rerun Combination" and they immediately got results. So the next thing I would check would be your Symbol Setups. Enter the Setups > Symbol Setups and view some of the DJIA stocks to see if they have prices between January 1, 2005 and February 1, 2013. If so, you can also try right-clicking on the results and selecting Rerun Combination. It might be that the price issues have been resolved now, but were problematic when you first ran this strategy.

Pete
Overload
 
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Re: Code query

Postby emo » Thu Apr 11, 2013 5:45 pm

i will try that - thank you Pete
emo
 
Posts: 19
Joined: Thu Mar 14, 2013 1:51 pm


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