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

[amibroker] avoiding slippage in backtest calculations



PureBytes Links

Trading Reference Links




Sorrry forget to set the Info 
panel for the new data file ;-)
This is the simple code 
used on an intraday 1 minute data.;
 
 
 
NumContracts = 1; //testing on 
SPIPositionSize = NumContracts * MarginDeposit;//ApplyStop( 
stopTypeLoss, stopModePoint, Optimize( "max. loss stop level", 10, 1, 70, 1), 
ExitAtStop = 1, volatile = False, ReEntryDelay = 0 ); //test for max profit at 
particular stops.Breakout_to_High_side = 
Cross(H,Ref(HHV(H,10),-1));Breakout_to_Low_side = 
Cross(Ref(LLV(L,10),-1),L);Buy = Breakout_to_High_side;Sell = 
Breakout_to_Low_side;Buy = ExRem(Buy, Sell);I am getting 
signals in scan mode but backtest mode shows nothing.When I click the 
backtest result and select show all trades it shows all the signals on the 
chart.
 
when I take out the two lines for Num 
contracts it does give a backtest result



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

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html








Yahoo! Groups Sponsor


  ADVERTISEMENT 












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 the Yahoo! Terms of Service.