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If your signal is at Close, then beginning new trade on next day open is NOT
looking into the future. Itıs only looking into the future if you use
tomorrowıs data to make the trading decision.
--
Terry
From: "willem1940" <w.j.a.struyck@xxxxxxxxx>
Reply-To: amibroker@xxxxxxxxxxxxxxx
Date: Mon, 11 Oct 2004 09:48:33 -0000
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Signal on close today, how to implement on open
tomorrow?
I am in the process to test a EOD system on futures going long and
short.
Tradedelays are nill and the buy-, short-, sell- and coversignals
are on close.
However signals on close means one can only implement the next day
on open.
Giving as buy,- short-, sell- or coverprice next day's open looks
into the future and in principle can not be used.
Questions:
Just for backtesting purposes (not for actual trading) are the
results reliable if next days open could be used as price?
If so, how to implement in the AFL formula this condition?
Willem jan
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