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Hi all,
I'm very new to AB and I'm slowly working out the backtesting
system. I've been running very simple tests such as the one below
in order to get a grasp on things.
Fast = EMA( Close, 10 );
Slow = EMA( Close, 20 );
Slower = EMA( Close, 40 );
Short = Cross (Slow, Close) AND Cross (Fast, Close) AND Cross
(Slower, Close);
Cover = Cross (Close, Slower);
I run this (and a similar one for buys) and when I have the Actual
Trade Arrows appear on say the GBP/USD Forex chart, I see that
trades have been missed. It'll go short at the appropriate close,
then exit at the first appropriate close. But then, it'll bypass
trades that qualify for a new short entry. Even the Raw Arrows do
the same thing.
Am I missing something fundamental here, such as some sort of reset
for the entry parameter?
Any input will be greatly appreciated.
Thanks,
Bob
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