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you can provided you follow a few rules
1 Never use future value (as you alrteady said)
2 Never use OHLC of the current bar unless you can trade after hours
as you never ever know what these values will be until the endo of
trading day. A proviso on this is if you use H/L relative to previous
values. eg H>ref(h,-1) as if the price moves above the previous days
high then regardless of final high value it will have to be higher
than previous.
3 Do not use indicators or mathematical contived values that are
current to todays bar, unless it is referencing a previous bars only.
eg ref(MA(c,10),-1)
there are more items to be aware of but these are a few I can think of as typing
On 8/11/05, eric paradis <thechemistrybetweenus@xxxxxxxxx> wrote:
>
> I agree, I'm just curious because everytime I make a
> seemingly subtle change, I often get huge variations
> in what my end result is. Sometimes I feel like I'm
> testing for bugs in the actual backtesting software,
> because the code is so damn similar. The only thing I
> can think of to confirm my systems viability is to
> have someone code it in executable form and trade it.
>
> I think as long as I don't reference future quotes, I
> should be fine.
>
> Eric
> --- mymail <grpmail@xxxxxxxxxxxxxxxx> wrote:
>
> > I have found this as well, but realized that many of
> > these strategies would
> > not work in the real world, as they take into
> > account things like OPEN HIGH
> > LOW and CLOSE for the day, which may not be known to
> > us humans until the
> > next day.
> >
> > Just my thoughts
> > Tom
> >
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx
> > [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf
> > Of eric paradis
> > Sent: Wednesday, August 10, 2005 4:01 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Backtesting and tradedelays
> >
> >
> > I notice when backtesting that my code is much more
> > profitable with a trade delay of zero (0,0,0,0). If
> > I
> > were able to automate the system, would it be
> > reasonable to assume that the trade delay of zero
> > results would hold up in the real world?
> >
> > Thanks
> >
> > Eric
> >
> >
> >
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--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
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