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



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Thanks for your help again Al...but I'm still getting the buy and 
sell on the same day and only the one day...even though its tested 
over 1000 days:See example below...trade starts and ends on same day.

Ticker	Trade	        Date	       Price	Ex. date    Ex. Price
	
CTX	Long (n-bar)	23/11/2001	1.3	23/11/2001  1.3	
	
Here's the code so far

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 = 0; //use the ApplyStop function exclusively as your exit
ApplyStop(stopTypeTrailing, stopModePoint, 3*ATR(21), 1,1);



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);


Cheers  Bruiser



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