[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: What's wrong with this backtest?



PureBytes Links

Trading Reference Links

Hi gang, I'm still having trouble with my backtest. It's only giving 
me one day open and the next day close even though the backtest is 
over 1000 days.

Ticker	Trade		Date	     Price	Ex. date    Ex. Price
		
CTX	Long (n-bar)	10/01/2001   2.15	10/01/2001	2.15


Here's the code I'm using:

cond1 = ADX(14) > 20;
cond2 = High > Ref(HHV(H,30),-1);
cond3 = Volume > 200000;
cond4 = Close > 0.15;

Filter = cond1 AND cond2 AND Cond3 AND Cond4;

Buy = cond1 AND cond2 AND Cond3 AND Cond4;

Sell=Cross(Ref(ATR(21),-1),C);

PlotShapes( shapeUpArrow * Buy, colorGreen );
PlotShapes( shapeDownArrow * Sell, colorRed );

AddColumn(Buy,"Buy");
AddColumn(Sell,"Sell");
AddColumn(Open,"Open",1.3);
AddColumn(Close,"Close",1.3);
AddColumn( ADX(14), "ADX", 1.2 );
AddColumn(Volume,"Volume",1.0);	



Thanks in advance
Dumb O'l Bruiser	



------------------------ Yahoo! Groups Sponsor --------------------~--> 
Yahoo! Domains - Claim yours for only $14.70
http://us.click.yahoo.com/Z1wmxD/DREIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Check AmiBroker web page at:
http://www.amibroker.com/

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:
     http://docs.yahoo.com/info/terms/