I have recently puchased the Metastock & Tradesim combination to start testing a few systems. However after reading through a lot of code, and the metastock manual - i am still waiting on the tradesim manual -still at the printers, i have a few questions that may be able to be answered.
1) Is it possible to reference to the day that a trade was opened - ie if the system goes long on a stock, can you have your Exit Trigger at EntryDate(Low). I am looking to use this as part of the initial stop function.
2) How does the "cross" function work. And can it be used in the inverse, from what i gather from the primer, it only works if something crosses from under to above something else. If i am looking to create a buy signal for the cross function it would go something like Cross(mov(C,10,E),mov(c,40,e))=1 and that will buy when the EMA10 moves above EMA40?
3) If working on a breakout system, is it possible to code so that you buy - if the system is long) as soon as the signal is set off. At the momet I have been coding end of day data so that I buy on the next open after my signals go off, but i am wondering if there is a better way (I do understand that my exits are far more important than the entries BTW).
4) I have noticed reading through other peoples code that they seem to use some coding that i cannot find in the MS Primer - are there any internet based sources where i can find these extra codes?
5) For some reason, i can only test in TS from 09/02/2007, although in Metastock i have opened up the 65500 periods box in the options menu meaning that it should open all the data (which i have purchased through PremiumData). Is there something I have missed. I really would like to test some of my systems through that last great bullrun even though they are not indicitive of todays market!
Thank you for your time.