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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures

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To: Stoctrash who wrote (4158)9/16/1998 2:07:00 PM
From: Patrick Slevin  Read Replies (1) of 44573
 
Does Ensign allow you to backtest the results? Vista does, I backtested the V-Stop on larger time bars and show 6 trades, 4 winners averaging 40.20 and 2 losers averaging 8.60, basis the SP8Z.

On the SPX, the same time bars, the Stop has 17 trades -- 13 winners averaging 20.825 and 4 losers averaging 10.145

Of course, my parameters are set differently than yours. I used Ensign briefly and don't recall, but I was thinking if Vista can backtest then it makes sense that Ensign should.

Entries taken on the trades incorporated worst possible fills for the purpose of the test.
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