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<FONT face=Arial color=#0000ff
size=2>Yuki,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Backtesting the same Percent Profit formula gives huge profits in real
time also, I think the problem doesn't really disappear, it works exactly the
same but on a smaller scale. Minute bars have the same built-up as hourly or
daily bars. We still don't know which came first, the High or the Low,
within the minute. Using this stop the percent profit stop is simply a
smaller dollar value when going to a lower TimeFrame.
<FONT face=Arial color=#0000ff
size=2>
Real
time data really doesn't remove all problems associated with EOD (as i had hoped
it would). The way I try to cope with it is to only look at the High or Low
(depending on the position i am in), I removed the Open and Close in my
formulas.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman.
<FONT face=Tahoma
size=2>-----Original Message-----From: Yuki Taga
[mailto:yukitaga@xxxxxxxxxxxxx]Sent: Wednesday, June 30, 2004 9:41
PMTo: E WintersSubject: Re: [amibroker] Percent Profit
Trailing Stop QuestionHi E,I think that's
exactly what I said. ^_- It may very well be awinning system,
but there is no way to back test it on EOD data.YukiThursday,
July 1, 2004, 10:06:54 AM, you wrote:EW> Yuki, in my view, it is
not possible for the software to knowEW> what price came before what
other price on an EOD basis. HermanEW> 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
dayEW> |EW> | Just the opposite I think. Realistic,
but untestable, isn't it?EW> | ^^_^^EW> |EW> |
YukiCheck AmiBroker web page at:<A
href="">http://www.amibroker.com/Check
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href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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