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It is a bit hard to comment without the formula you are using.
But one suggestion is that you may be looking into the future (eg ref(c,1))
in which case the signals can become erratic as new bars are added.
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
-----Original Message-----
From: fsmart21 [mailto:jdgeddie@xxxxxxxxx]
Sent: Saturday, April 24, 2004 9:50 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Beginner Questions
Hello All! I've now been using AmiBroker for about 3 weeks.
I've noticed a few quirks which I cannot quite get to the bottom of.
I have my indicator built and this works fine. I do not trade
intraday, and download data each morning using Yahoo historical
quotes. I then run backtester to figure out which trades to make.
Sometimes after I run backtester I see new trades for the same day
which were not previously present. I've noticed that most of these
trades (but not all) are the result of a gap up in price on the day
in question. For example, yesterday morning my indicator generated a
buy signal on VCLK as well as some others based on 4/22 EOD data.
This morning I downloaded EOD data for 4/23 and noticed a new trade
for MCRL which was not present yesterday morning. How would I
eliminate this trade from my backtest results?
My second question is that my formula determines the # of shares to
buy based on 25% split of my portfolio. Since I included this in the
formula, it no longer will account for margin when determining the #
of shares to buy.
Can anyone help?
Thanks for your time!
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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