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Gedi,
The actual cross has only one choice: To Buy/Sell at next bar Open
[You can not even Buy/Sell at todays Close, many times the cross is
not known the last 10mins...]
With the Prediction theory you have more chances, since you "know"
the upcoming cross one day before.
So, you have one whole day to select the best price, from H to L,
plus the usual next bar open.
It doesnt mean that delay=0 is the golden solution of *any* trading
system.
See, for example, the dmi code at
http://groups.yahoo.com/group/amibroker/message/44991
It works better for delay=1 than delay=0, consequently the prediction
does not help [at least for the selected Optimisation values].
For some other systems it is good to use the prediction for Buy and
the regular cross for the Sell etc
Try the alternatives with
buy1=the regular buy;
sell1=the regular sell;
buy2=the prediction buy;
sell2=the prediction sell,
t1=optimize("t1",1,1,2,1);t2=optimize("t2",1,1,2,1);
buy=iif(t1==1,buy1,buy2);
sell=iif(t2==1,sell1,sell2);
and similar selection for Short/Cover
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "telecheck1" <telecheck1@xxxx>
wrote:
> Hi Dimitris ,
>
> I backtested the prediction as:
> Buy=Cross(C,tClose);
> Sell=Cross(tClose,C);
>
> It works very good while entering a position but less effective on
> exit.
>
> Have you any idea what should be the Short and Cover?
>
> Thanks,
> Gedi
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