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Good day,
I have been testing systems with backtester and am wondering about
REFERENCE:
Let's assume I have my database ready with today's quotes (updated as
of today's Close).
When doing a SCAN, I do get the candidates for tomorrow based on my
criteria. As simple example:
Buy = C > Ref (C,-1) ; (Get me all quotes that closed higher than
yesterday). So far, so good.
Now, how about the BACKTEST ?
Do I still use the SAME referencing ? I am especially confused about
TOMORROW's reference.
Is the following correct:
Buy = C > Ref (C,-1); (same as above)
Buyprice = Ref (H, 1) * 1.02 > C; (Referencing tomorrow's
High);
In other words: Buy tomorrow if 2% higher than today's Close.
When I want to reference TODAY's Close (after all updates at night),
it is C, not REF(C,-1). Correct ??
Tomorrow's HIGH is Ref (H,1), not H ??
Or is SCAN and BACKTEST different in respect to referencing ?
Thanks for any clarification.
Werner
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