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Hi intermilan04,
Thursday, November 24, 2005, 4:26:01 PM, you wrote:
i> Hi all,
i> I'm quite new to AmiBroker but I'm having a delay problem with the
i> backtester.
i> Say I have a very simple system like the following:
i> Buy = Cross(30, RSI());
i> Sell = Cross(RSI(), 30);
i> I'm trying to buy a stock when RSI falls below 30, and sell when RSI
i> goes above 30.
Okay, but RSI() has a look back period that is adjustable. You need
to set it. What RSI do you want to use?
You might try Buy = Cross(30, RSI(14)); -- for example.
i> When I run the backtester with Buy/Sell delay 0, the Backtester buys
i> stocks at the open, on the day where the CLOSE price would signal the
i> system.
You can set Buyprice = Close;
You can also SetTradeDelays (see help on this).
Yuki
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