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Tomasz,
I changed the Sell back to the Open and changed the Sell delay to 2 --
so that I could test (using the Individual or Old Backtester) the
results of selling at the Open on the second day after the Sell
signal, rather than the day right after the Sell signal.
Surprisingly, with both the Individual and the Old Backtester, with
over 2/3 of the trades this resulted in the Sell being executed at
the Open on the *first* day after the *Buy* signal -- i.e., at the
same price as the Buy -- which resulted in 0% profit. (Yes, I
entered "2", not "-2", in the Sell delay field.)
Is there some way I can test selling on the second day after the Sell
signal rather than the first?
Thanks,
Damien
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> This mode of operation is supported when backtesting individual
symbols.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "barkand" <damienb4l@xxxx>
> 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@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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