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Hello,
This mode of operation is supported when backtesting individual symbols.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "barkand" <damienb4l@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, February 01, 2004 12:06 AM
Subject: [amibroker] Portfolio Backtesting with Buy at Open and Sell at Close
> Until now, I've been backtesting the system I've been developing with
> both Buy and Sell at the Open (and both Buy and Sell delays = 1).
>
> Today, I changed the Sell to the Close (still delay = 1) to see what
> impact that would have.
>
> In the Portfolio Backtest results, I was suprised to find that,
> although the Sell was executed at the Close on the day after the Sell
> signal, the buy of the next stock was executed at the Open of the
> same day -- i.e., before the previous stock was sold -- rather than
> at the Open of the next day.
>
> How can I get AmiBroker to wait until the day after a Sell at the
> Close before it responds to a new Buy signal?
>
> Thanks,
>
> Damien
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
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>
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>
>
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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