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using future quotes during backtesting does give results not
consistent. I find the signals change or disappear as new data is
added each day.
On Tue, 08 Feb 2005 00:52:51 +1100, Andrew Z <wizard@xxxxxxxxxxxxxxx> 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:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
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--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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