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Jim Dean

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Posts: 3022

Joined: 9/21/2006
Location: L'ville, GA

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 6:06 PM
Post #21035 - In reply to #21034

Let's move on to another variant that at least "in theory" should produce identical results.

The idea is to use ONE system block with one of the two systems, and add a Confirm block to handle the other one. Sounds simple ... but you'll (probably) find out that there are hidden gotcha's.

FIRST, please download and save the attached strategy to make SURE we are starting from the same point ... AFAIK we are, but this will make sure of it. Then, do the following:

1. Edit that aJDgyDoubleDualEMA strat and SaveAs aJDgyDualEMA-Confirm
2. Click OK, and assure the newbie is checked in the ToDo > Strategy list
3. Edit the new one: remove the System block that had the 10x40 system
4. Drag in a Confirm block and place it between Vote and Orders
5. Edit Confirm: bars before=5, after=0 and set radio button to "Any"
6. Enable only the MV2-C system and set params: 5,15,5,10 and 30,50,10,40
7. Click OK, OK to close ToDo, and set Strat dropdown to All Strat's
8. Select DJ-30. ToDo> Run Analyze to process both strats on all 30 syms
9. Set chart to 12 mo's, and collapse the strat votelines (3 lines vis)
10. Doubleclick on the first symbol (AXP), look for diff's in votelines
11. Repeat #10 for the full symbol list to find diff's in votelines

OK ... presuming that you DO find differences (mwah-ha-haa) ... you should now VERY VERY carefully, ONE thing at a time, try to discover what change(s) need to be made to the NEW strategy, so that the differences in the votelines are minimized or eliminated.

RULE #1: Don't touch the orig strat (attached). Off-limits. Verboten!
RULE #2: Don't change the Periods for the EMA's in System or Confirm.
Hint #1: Don't touch the Orders block on the new system.
Hint #2: Fiddle with the Confirm block first ... don't mess with Vote or System blocks unless/until you feel you absolutely must.

I hope you like to solve puzzles. This is the BEST WAY THAT I KNOW to learn about new stuff ... set up a plausible task and chip away at it, with each step figuring out what you think will happen, then making a change, and seeing what really DID happen, then trying something else, etc.

When you get them as close as you think is humanly possible (ie for the full list of 30, for 12 month window), let me know your results.

Remember - I'm not saying a perfect match IS possible ... but I'm also not saying that it ISN'T. Hang in there!

(mwah-ha-haaa)

Attached file : aJDgyDoubleDualEMA.ots (744KB - 537 downloads)

Deleting message 21035 : RE: Two "Exponential" Moving Average Crossover


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