Re: [amibroker] Percent Profit Trailing Stop Question

[Yuki Taga <yukitaga@xxxxxxxxxxxxx>]

Hi E,

I think that's exactly what I said.  ^_-  It may very well be a
winning system, but there is no way to back test it on EOD data.

Yuki

Thursday, July 1, 2004, 10:06:54 AM, you wrote:

EW> Yuki, in my view, it is not possible for the software to know
EW> what price came before what other price on an EOD basis. Herman
EW> said he tried the backtest with intra-day data.


| EW>> Herman, This problem occurs in other backtesting platforms such
| EW>> as Tradestation.  When you activate intra-day stops on EOD data
| EW>> you are setting up a testable, but unrealistic scenario.  Since
| EW>> the software has no way of knowing the sequence of prices during
| EW>> the day

EW> |
EW> | Just the opposite I think.  Realistic, but untestable, isn't it?
EW> | ^^_^^
EW> |
EW> | Yuki




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