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Re: [amibroker] Re: Problems in back testing



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ima_cons wrote:

>if you have only daily data (like most of us) in those "wide range" 
>days you have always to suppose the order of the High and the low, 
>either you want it or not.
>  
>
Ok I see what you're doing, but IMHO, you cannot suppose and have a 
reliable backtest. You "could" trade this system with an RT feed using 
EOD data since during the day you will get the changes in correct order.

>And in my opinion, it's better to make a supposition based on the 
>open- close relationship within the trading range.
>  
>
If you want to suppose, then you will have to code that in to your 
Buy/Sell conditions. Shouldn't be too hard to do.

>(if you don't feel the same way, I can survive  :)  I'm writing with 
>the sole purpose of improving a fantastic piece of software!)
>  
>
No problem, just trying to help. Good luck with your system.

Terry


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