Re: [amibroker] SetTradeDelay & exploration-backtesting different results

["Antonio Marra" <ant.marra65@xxxxxx>]

Hello Tomasz,

 

You are clear as usual.

I beg your pardon for wasting your time,

 

But the question is:

running exploration (the code I posted) the AA give
me a signal and respective open price for the next bar (day), 

i.e., on <font
 size=2 face=Arial>06/01/2003<font
size=2 face=Arial>
there is a &#8220;signal&#8221; and the buy price at open for the next bar is
17.91

 

Why does the backtester show me a &#8220;buy
price&#8221; at open on <span lang=EN-GB
 >07/01/2003<font
size=2 face=Arial>
(the right delay) at 18.25 (?) and not 17.91 (the right open price)?

The same thing happens for the exit price.

 

Thanks again

 

Best regard

Antonio

 










Yahoo! Groups Sponsor


  ADVERTISEMENT









Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html



Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.