|
PureBytes Links
Trading Reference Links
|
Hello,
If you are trading on open use
SetTradeDelays( 1, 1, 1, 1 );
in your formula or set delays to 1 in the settings.
Delay of zero in the settings is provided for people that
a) implement delays in the formula itself (for example using ref() function
b) use breakouts / limit / stop orders to simulate intraday entires using EOD data
and some other more or less 'advanced' things.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "intermilan04" <intermilan04@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, November 24, 2005 8:26 AM
Subject: [amibroker] Delay in real life vs backtester
> 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
>
>
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
------------------------ 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/
|