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Sorry I thought you were looking at forward dates for signals, not
backtesting
If your data excludes public hiolidays why not add in something like
ref(v,1)>0, or use a foreign symbol of say yhe index to check if the next
day is either 1 day forward, or is less than today's dayof week if over the
weekend (ref(v,3)>0). Just some quick ideas
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: Yuki Taga [mailto:yukitaga@xxxxxxxxxxxxx]
Sent: Thursday, 10 July 2003 10:45 AM
To: Graham
Subject: Re: [amibroker] pre-holiday signals
Hi Graham,
Thursday, July 10, 2003, 11:34:38 AM, you wrote:
G> You could put in a signal to exlude certain days
G> Buy = ( .................... ) AND datenum() != 1030710 ;
Yes, but it would be kind of tedious to go through a database and enumerate
all the days that this would apply to (especially now that we have moved
some holidays adjacent to weekends, a la the US system, so they don't occur
on the same date each year). I was hoping there was a way to make the back
tester look forward and make sure that a trade has taken place on at least
one of the three succeeding days immediately after a signal was given.
Dumbo ^_^
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