All my portfolio simulations were done on the old WL4 site where all you can supply is your script and the stocks you want to simulate on. All the price data and testing conditions are on the WL4 site.

The test results in the tables are a copy and paste to excel; what ever the result was.

The script starts with no position and waits for its first 5k bet for as long as it takes. I’m not clear as to how the simulator handles this type of condition. I usually just take the Buy & Hold numbers for granted. My focus in these simulations is not Buy & Hold.

I did run the original Trend Checker script by Gyro (and a few others in the top rated listings) on the same list of stocks and got numbers that were close to the Buy & Hold reported and therefore, to me, the last column in my tests seemed in line.

I design holding procedures with a bent for the long term. I only see about 200 bars of the 1500 bars of data. I know the general behaviour of my functions but I can’t exactly know how they behave in the first 1300 bars. I only know that my holding functions should performance according to my script.

I’ve kept a copy of all test charts generated by Wealth-Lab and all have a system profit pane to corroborate my numbers of interest: the other columns.

Created on ... April 27, 2011 © Guy R. Fleury. All rights reserved.

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