|
PureBytes Links
Trading Reference Links
|
<SPAN
class=484440823-04042004>Hello,
<SPAN
class=484440823-04042004>
When backtesting the
test code below I cannot get the same results when
backtesting in TimeFrame-Daily and Settings-Daily mode.
Can
anybody tell me what is wrong with it?
<SPAN
class=484440823-04042004>
Many thanks for any
help you can give!
<SPAN
class=484440823-04042004>herman.
<SPAN
class=484440823-04042004>
TF=0; // set to 1
when running with Settings set to Daily, set to 0 when running with Settings set
to minutes. Backtested on the QQQ for the period 10/13/03 to
04/04/04
// With AA Settings
set to Daily this gives 14.34% profitif(TF==1) {Buy=Cross( MACD(),
Signal() );Sell = Cross( Signal(), MACD()
);Short=Sell;Cover=Buy;}
// With AA Settings
set to 1-minute this gives 11.07%
profitif(TF==0){TimeFrameSet(inDaily);Buy=Cross( MACD(),
Signal() );Sell = Cross( Signal(), MACD()
);Short=Sell;Cover=Buy;TimeFrameRestore();Buy=TimeFrameExpand(Buy,
inDaily);Sell=TimeFrameExpand(Sell, inDaily);Short=TimeFrameExpand(Buy,
inDaily);Cover=TimeFrameExpand(Sell, inDaily);}
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
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|