PureBytes Links
Trading Reference Links
|
Yes, I believe it's
provably impossible to backtest buy and sell on the same
bar.if all you have is EOD data.
<FONT
color=#000080>
Why not try back
testing your system with the exit at next day's
open? <FONT
color=#000080> If it's a winner, y<SPAN
class=553054902-08052003>ou can, of course, try to execute
at the close [the backtest would necessarily be optimistic in that it couldn't
get suckered in.].
<FONT
color=#000080>
Bob
<FONT
color=#000080>
<FONT
color=#000080>
<FONT
color=#000080>
<FONT face=Tahoma
size=2>-----Original Message-----From: peter j
[mailto:amiabilityy@xxxxxxxxx]Sent: Wednesday, May 07, 2003 6:39
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Is this possible? Its doing my head in.
OOps sent the wrong reply.
Exactly, thats why its doing my head in.
I tried various type of counters,
And even tried it using only the exrem on the buy, and thought i
could work it out from there.
So are you saying this is impossible.
Peter.
--- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "Bob
Jagow" <bjagow@x...> wrote:>
<< If buy==1 and sell ==1 and the previous buy
has had a sell signal> before today, then buy and sell on the same bar.
>>> > Don't you have to know which came
first?> -----Original Message----->
From: peter j [mailto:amiabilityy@xxxx]> Sent: Wednesday,
May 07, 2003 6:01 PM> To: <A
href="">amibroker@xxxxxxxxxxxxxxx>
Subject: [amibroker] Is this possible? Its doing my head in.> >
> Is it possible to create a trade flag for
this.> With out using
exrem,> If buy==1 and sell ==0, and the
previous trade has been closed ,> then
buy.> If buy==0 and sell==1 and in
a trade which has not had a sell signal,> then
sell.> > If buy==1 and
sell ==1 and the previous buy has had a> sell signal before
today, then buy and sell on the same bar.>
> If buy ==1 and sell==1 and the
previous buy has not had> a sell signal before today,
then sell. (dont place a new buy on the>
same bar that has a sell).> > I
guess this needs a loop.> > Basically i am
trying to bypass using exrem, to allow an entry and exit> on the same
bar,> > I dont want an a new entry
placed when already in a trade, on the day of> the sell, as the
trade was not closed.> 2 entries before a sell
would not be realistic.> This happens when
using exrem.> > The attached files shows
a sample from a backtest using exrem.> I
am trying to avoid the same result as in the attachment.> >
> Peter.> > > >
> >
---------------------------------------------------------------------------->
--> Do you Yahoo!?> The New Yahoo!
Search - Faster. Easier.
Bingo.> Yahoo! Groups
Sponsor> > > > > > Send
BUG REPORTS to bugs@x...> Send
SUGGESTIONS to suggest@x...>
-----------------------------------------> Post
AmiQuote-related messages ONLY to: <A
href="">amiquote@xxxxxxxxxxxxxxx>
(Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
--------------------------------------------> Check group
FAQ at:> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms
of Service.
Do you Yahoo!?<A
href="">The New
Yahoo! Search - Faster. Easier. Bingo. Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
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.
|