|
PureBytes Links
Trading Reference Links
|
Hi all,
I'm quite new to AmiBroker but I'm having a delay problem with the
backtester.
Say I have a very simple system like the following:
Buy = Cross(30, RSI());
Sell = Cross(RSI(), 30);
I'm trying to buy a stock when RSI falls below 30, and sell when RSI
goes above 30.
When I run the backtester with Buy/Sell delay 0, the Backtester buys
stocks at the open, on the day where the CLOSE price would signal the
system.
Obviously, this wouldn't work in real life because when the system
returns signals based on Closing price of the day, I can't buy at the
opening price for that same day.
So I put 1 for Buy/Sell delay...then, a system that was working so
well suddenly doesn't work well at all...the above system is just an
example but I have several optimized systems which I found online,
which worked very well, until I used the delay option to fit with the
real-life situation.
Any workaround or solution for this?
Thank you for your advice,
intermilan04
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|