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Because one way is valid and the other is not ... Get into the habit
of using the built in ability to CHECK the AFL to see if it says that
you are referencing future data or not. Systems referencing future
data are NOT valid. As you start writing more complex AFL's it will
be much easier to use this facility then to "just know" it's okay as
some day it won't be and you won't be able to tell the difference.
--- In amibroker@xxxxxxxxxxxxxxx, "wizard_inetsys" <wizard@xxxx>
wrote:
>
> > AZ> Am I being given false confidence by my strategy because of
> > AZ> futurereferences or is my thinking sound?
> >
> > It's hard to say based on such sketchy information, but if your
code
> > is looking into the future, you cannot expect to get the results
> > produced by back testing in real trading, period, ever. So I
would
> > say "Yes", probably the results are *way* overstated. Normally,
> > people who use code that looks into the future initially suspect
> that
> > they have found the magic wand, and they start making plans for
> > spending a lot of money that they are never going to see. It
simply
> > doesn't work that way, and we save most of them from the disaster
> > that almost surely awaits if such a system were to be traded live.
> > Also, it sounds like you haven't decided if you have a 'system' or
> > not, yet. A system means (with very, very few exceptions) that
> there
> > are no "entry decisions" to be made, once the system is developed
> and
> > tested (where the decisions are made) and deemed worthy of going
> > live.
> > Yuki
>
> Thanks for the reply, Yuki. I know what you mean when you
say 'found
> the magic wand', as my results were quite sensational. However,
what
> is the difference if I change my indicator to check for my initial
> setup 2 days ago (instead of today) and then check to see if my
entry
> signal is there today (instead of 2 days into the future) and
either
> enter or discard?
>
> As for having a system, mate, I ain't even close :-) I've only got
a
> few indicators checking this and that at the moment. Slowly but
> surely, is my motto.
>
> Thanks again,
>
> Andrew.
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