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[amibroker] Re: Back Testing Problems



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Use Cross(array1,Array2) function.

dale b

--- In amibroker@xxxxxxxxxxxxxxx, "trading_for_a_living" 
<trading_for_a_living@xxxx> wrote:
> I ran a back test of a simple strategy just to get a hang of the 
> software.
> 
> Buy = (EMA(Close,10) - EMA(Close,20)) > 0;
> 
> Sell = (EMA(Close,10)- EMA(Close,20)) < 0;
> 
> 
> Short = (EMA(Close,10)- EMA(Close,20)) <0;
> 
> Cover = (EMA(Close,10)- EMA(Close,05)) > 0;
> 
> 
> I ran this on the nasdaq composite (COMPQX from TC2000).
> 
> The problem is that when I run a backtest, it will show that it was 
> short from 3/4/03 t0 3/5/03 and then it is short from 3/5/03 to 
> 3/6/03 and it is short from 3/6/03 to 3/7/03.  This is throwing all 
> the report statistics off.  How can I correct this problem?


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