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Hi,
what about using the exploration function to show the
trades for the next day?
I have a similar setup and I set it up as
follows:
set the delays from the backtester to 0. Instead of using
the delays use buy = ref(buycondition,-1)
so the code looks somethink like:
buycondition = [your buy condition];
buy = ref(buycondition,-1); // since the delay is 0,
this will cause the backtester to buy on "yesterday's"
signal.
...exploration code here ....
filter = buycondition; // the filter is actually giving you
tomorrow's buys
Claude
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of
spammernator
Sent: Wednesday, April 20, 2005 17:11
To:
amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: How to get backtest
results with buy and sell delay to show in results?
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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