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Steve,
I use to consider as "usual" settings the buy/sell at Open, delay=1.
If it is possible, try your system with buy/sell at Open, delay=0.
If it is much better [it is the rule, but not for all systems], then
we may apply the "Prediction" techniques [they are independent on
Open/Close, just let us use Open as a common basis]
As for the delay -1, ...I am not ready yet [!]
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "CedarCreekTrading" <kernish@xxxx>
wrote:
> DT,
>
> Let me run some simulations and get back to you. It's been my
experience
> that delay=0 usually yields better than delay=1. Are we talking
about
> executing on the opening of delay=0 or the close of that day?
>
> Sometimes, indicators are "fast". Sometimes, delay=-1 is far
superior to
> zero or plus one . I think we all have a tendency to want to
believe that
> quicker is better. "Real cowboys only trade tick charts". It's
the code of
> the west. Who's got the fastest gun in town?
>
> I'm anxious to explore "time" and learn,
>
> Take care,
>
> Steve
> ----- Original Message -----
> From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, July 17, 2003 1:17 PM
> Subject: [amibroker] Re: Steve Karnish
>
>
> > --- In amibroker@xxxxxxxxxxxxxxx, "CedarCreekTrading"
<kernish@xxxx>
> > wrote:
> >
> > > So, TIA...examine, improve, implement changes, and structure
> > strategies that
> > > will turn this simple indicator (or any offering) into the
> > cornerstone of a
> > > "system" (for these examples, we still don't even know if that
is
> > possible).
> > > Take care,
> > >
> > > Steve
> >
> > Steve,
> > Is the performance of your system improved when delay=0 [instead
of
> > the regular delay=1] ?
> > If positive, then we may apply the Prediction procedure to catch
> > earlier signals , anticipating your crossovers by one bar.
> > Dimitris Tsokakis
> >
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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