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Hello,
It depends but if you use ExRem then the order may be important
(Specifically buy has to be before sell IF your sell uses buy rule (via exrem)).
But to give you definitive answer I would need to see entire formula.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Werner" <WKRAG@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, March 25, 2004 3:08 PM
Subject: [amibroker] S E Q U E N C E in Backtest important ?
> Good day,
>
> I was wondering if the SEQUENCE in a backtest is imortant or if it
> does not matter?
>
> I have a couple of BUY conditions:
>
> Buy1, Buy2 and Buy3
>
> I summarize them with:
> BUY = Buy1 and Buy2 and Buy3.
>
> I do the same with my SELL conditions.
>
> At the end I have the last statment:
> Sell= Ref(ExRemSpan(Buy, 5 ), - 5); (Sell after 5 days).
>
> Does it matter if all these statments are in order (sequence: Buy
> statements first, then the sell statements and finally the ExRemSpan
> statement?
>
> Thanks for any hints.
>
> Werner
>
>
>
>
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