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[amibroker] Re: How to get backtest results with buy and sell delay to show in results?



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Trading Reference Links


Thanks for the tip.  Couldn't get it to work though.

I just reread the original question and thought it was a little 
confusing. I should clarify my statement and the problem to this:

Basically I'm trying to use end of day data to determine a trade on 
open the next morning.  The AFL is set up to give best backtest 
results on a one day delay on the buy and sell.  

But even though I optimized the AFL to adapt for the delay in buying 
and selling, I can't see the actual buy and sell in the results 
window until after the end of day data is run. Then the results 
window shows the stock should have already purchased or sold earlier 
at the morning open for that same day. This causes me to miss part of 
the move of the stock on purchase or sell too late.

The data that has triggered a trade is already in the system so there 
shouldn't be a problem getting it to show in the results column after 
running the EOD data for execution the next morning. I just don't 
know how to make it happen.

Once again, I'd appreciate any more feedback/help.


--- In amibroker@xxxxxxxxxxxxxxx, "qweds_560" <qweds_560@xxxx> wrote:
> 
> Not 100% about this, but try:
> 
> SetOption("PriceBoundChecking",False);
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "spammernator" <atalan007@xxxx> 
> wrote:
> > 
> > 
> > I've set up an afl that trades using end of day data with both a 
> buy 
> > and sell delay of several days to trade on the open several days
> > after 
> > the buy or sell is triggered.
> > 
> > Problem is the stock doesn't show up in the results window until 
> it 
> > should have already been traded a few mornings before.
> > 
> > I realize I can just set the buy and sell delay back to zero and 
> keep 
> > track of the trade days manually, but I'm hoping the software has 
a
> > way 
> > to do this automatically or at least a work around or a line of 
> code.
> > 
> > Sorry if this has an obvious answer but I don't see it.  Yes I've
> > gone 
> > thru the manual several times, done searches on the web sites, 
etc.
> > 
> > Any help is appreciated.





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