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Hi Ron,
Ive also been having trouble with what I think is a similar problem as
you. Being new to AB took me a bit to work it out!
What I have done is to test my system with an indicator of it below the
main chart which shows the actual day of entry and the equity curve to
match the actual trade day. Using this:
Plot(Equity(2),"Equity",colorBlue,1|styleOwnScale);
Plot(Buy,"Buy",colorGreen,1|styleOwnScale);
Plot(Sell,"Sell",colorRed,1|styleOwnScale);
This way I can compare. I must say I had some trouble with setting the
delays and getting the equity curve timing right.
I ended up setting the delay in the AA settings to 1 day and then putting
SetTradeDelays( 0, 0, 0, 0 ); in the AA formula. That way on the main
chart when you run the scan shows the the day the trade is triggered
and the indicator below shows the actual trade day (next day) because
of the dalay in the AA setup.
Goog Luck!
Cheers Glenn
--- In amibroker@xxxxxxxxxxxxxxx, "mrdavis9" <mrdavis9@xxxx>
wrote:
> Mr Valley, I am quite new at using AA, and I am using Yahoo EOD
data. So far, I have always clicked on the SCAN button when I run AA.
I ran this scan for about a three month period of time up to when I
posted the problem. In a backtest, it makes sense that you would want
your profit/loss results to reflect the fact that you can't actually buy a
stock until the next day. However, what about when I get home from
work and download that day's EOD data, and then run a scan looking
for a stock to possibly purchase the next day. This situation requires
that the buy arrow must be placed directly above the current day,
because the next has not even happened yet. I just rechecked this
scan, making sure that I ran it on current day only, but the buy arrow
was still placed on the day after that an open=close day occurred. I am
going to try to think of other price specific things to scan for to see if all
such scans are a day late. Ron D
>
>
>
>
> ----- Original Message -----
> From: Mr Valley
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, July 03, 2003 1:38 AM
> Subject: RE: [amibroker] late buy arrow
>
>
> If you are using EOD data, isn't the arrow showing up on the first
possible chance after determining the formula, which is the bar after?
>
> Mr Valley
> -----Original Message-----
> From: mrdavis9 [mailto:mrdavis9@x...]
> Sent: Thursday, July 03, 2003 12:37 AM
> To: amibrokeryahoogroups
> Subject: [amibroker] late buy arrow
>
>
> I have attached a picture of what I think you are referring to. The
existing 0 that it is set on cannot be changed to 0,0,0,0. This is the
same window that Mr valley sent to me. Ron D
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