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Hi Steph,
>About backtest and timed frame
>you're right: there will be no "bug" if the begin of the data loaded
>is always the same.
>BUT if you test your system always with the last 300 bars, the
>beginning of the data will be different and --------> "bug"
This is not true. Cum(1) gives the same result regardless of your
scan range.
>it is the reason why I ask for a stable time frame based on weekly
>data from monday to wednesday where the close is the last close, the
>high is the highest, the open the first open and the low the lowest.
>
>the
>weekbeg = dayofweek() < ref( dayofweek(), -1 );
>gives "1" but.... on monday
If you want Friday (or last trading day in a week) try this:
weekbeg = dayofweek() < ref( dayofweek(), -1 );
weekend = ref( weekbeg, 1 );
Best regards,
Tomasz Janeczko
amibroker.com
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