[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Is this possible? Its doing my head in.



PureBytes Links

Trading Reference Links



 Thanks bob.
 
 If i create an exploration that wont allow an exit and entry on the same bar,
 
  and if referencing (when a exit signal triggers ) the raw buy and sell signals, 
if it should have exited  on the same bar, could i then,
  use ref to get the value of the sell price yesterday , but shifted forward to todays date. 
 
 so if there is an exit of 1 day after a buy, reference the raw sell signal on the day of the buy, if there should have been a sell, then ref that sell value to todays bar as a sell.
 
  The date would  be out by 1 bar but the price imformation would be correct.
 
 Peter. 
 
 
 
 
 
Yes, I believe it's provably impossible to backtest buy and sell on the same bar.if all you have is EOD data.
 
Why not try back testing your system with the exit at next day's open?  If it's a winner, you can, of course, try to execute at the close [the backtest would necessarily be optimistic in that it couldn't get suckered in.].
 
Bob
 
Do you Yahoo!?
The New Yahoo! Search - Faster. Easier. Bingo.






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.