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Improved Programming, NOT.
That's the ancient SuperCharts/TradeStation bouncing tick scam.
<<should only be improved programming (by the TJ team) inside the
backtester>>
-----Original Message-----
From: ima_cons [mailto:ima_cons@xxxxxxxx]
Sent: Friday, March 18, 2005 8:44 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Problems in back testing
--- In amibroker@xxxxxxxxxxxxxxx, Terry <MagicTH@xxxx> wrote:
> RE: No control over order of H-L. Of course not. No system can
unless
> you have intraday data to follow.
>
>
> Terry
Hy Terry,
thanks for your answer, now problem 3 (fractional shares) has a
solution.
But - I guess - problem 2 (in volatile days, price can trigger both
buy stop and sell stop, but AMB counts for only one of these) should
only be improved programming (by the TJ team) inside the backtester
the following assumption:
If the Low is near the Open (more than the High), then Low comes
before the High (and viceversa).
This would be just a guessing, but allow the software to recognize
that in certain bars (days) we can have 2 stop and reverse orders.
Greetings,
Angelo.
P.S. You were also right about problem 1: I had a line of code with
BuyPrice = ChannelTop
so, it was basically my fault.
> >
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> >
Please note that this group is for discussion between users only.
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