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yes I guess for the backtester it is impossible to
find that out. But I could program it using EOD data only
see attached chart and look at the day in May just
before the vertical white line. You see 3 signals:
1) white up arrow
2) yellow down triangle
3) yellow down arrow
After the opening that day the price drops in
the buy zone/area and the opening trade is a long position (white arrow). Then
the price drops further and it passes the "breakout" zone and we need to go
short. So first the long position is closed (yellow down arrow) and then we take
a "breakout" short position (yellow down triangle).
So I end up with a short position on the end of the
day. I know what the sequence of trades is within that day but I'll have to
program the Equity curve myself. I can't use the backtester for
that,
rgds, Ed
<BLOCKQUOTE dir=ltr
>
<SPAN
>Yes you could estimate which
sequence the signals came in, but which one do you trade tomorrow?
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face=Arial>
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