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Re: [amibroker] Re: Backtesting



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Hi,

It's true. If you need to handle repetitive signals,
you need a script.

Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com

----- Original Message ----- 
From: <qqqqq_99999_qqqqq@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, November 06, 2001 6:16 PM
Subject: [amibroker] Re: Backtesting


> 
> --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > Dear Leo,
> > 
> > The answers are:
> > 
> > 1. 
> > sell = barssince( buy ) == n;
> 
> Isn't it true that the above code identifies the last, not the 
> first, instance when the buy condition is met?
> 
> Even if you buy at bar 100 and expect to exit at bar 100+n, the 
> counter is reset and your exit is postponed when a new buy condition 
> is met during the n bars.
> 
> sincerely,
> 
> 
> > 
> > 2. to exit January 12, 2001:
> > 
> > sell = year() == 2001 AND month() == 1 AND day() == 12
> > 
> > or 
> > 
> > sell = datenum() == 1010112;
> > 
> > The same technique can be applied to short/cover variables.
> > 
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message ----- 
> > From: Leo Timmermans 
> > To: amibroker@xxxx 
> > Sent: Monday, November 05, 2001 9:32 PM
> > Subject: [amibroker] Backtesting
> > 
> > 
> > Hello,
> > 
> > I'll be new to AmiBroker when 3.8 comes out (I'm currently using 
> -testing- 3.7) and have some
> > questions regarding exits.
> > 
> > 1- how do you exit n-days after the buy ?
> > 2- how do you exit on a specific day ?
> > 
> > Any help kindly appreciated.
> > Kind Regards
> > Leo
> > 
> > 
> > 
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
> Service.
> 
> 
> 
> 
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/ 
> 
> 
>