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Hi Yuki Taga,
I'm using EOD from yahoo.com as my data source, so
it is available after the market has closed.
Say, on 11/23, after downloading 11/23's EOD at night and running
backtester, my system has generated a signal.
With delay 0, the backtester buys at open/high/low/close or
whatever I specified...which, in real life, not possible
because I didn't have the EOD until the market has closed.
Now, I can avoid that by specifying delay=1.
In that case, my system just doesn't work nearly as good
as it used to, despite the only difference being I'm
buying a day after.
As I mentioned earlier, I found some Technically Optimized systems
made by someone else which work wonders with delay=0, but not very
well with delay=1.
I guess a solution would be to have a real-time data feed and
constantly look for signals intraday...
Regards,
intermilan04
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
>
> 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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