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Hi Andrew,
To be sure of not using a "crystal ball", you can modify your
backtesting code to look at previous bars at the bar for which the entry
signal is generated: instead of confirming a setup with the future entry
signal, confirm the entry signal with the past setup :-)
In this case you can be sure to not reference future bars.
--
Luca Giuranna
Andrew Z wrote:
> G'day all,
>
> In playing around with indicators and code trying to come up with a
> strategy to trade that I can follow and trust, I am reliant on future
> prices meeting certain criteria before I enter a trade. Now, I know
> when I check my strategy in AA in tells me that I'm referencing future
> prices and the results will be overstated, but is this really the case?
>
> I have a 2 part strategy. The first part tells me when a buy setup
> happens, according to my indicators. Two days later the second part
> tells me whether to enter a trade or discard it. Ok, during back
> testing AA did *all* the work, which it obviously cannot do in a real
> world scenario. But in paper and real trading I will be making that
> final entry (or not) decision.
>
> Am I being given false confidence by my strategy because of future
> references or is my thinking sound?
>
> Andrew.
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
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>
>
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