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Hi TJ,
Thank you for the information regarding TradeDelays.
I will put it in my code so I don't have to change Settings.
I think I misunderstood the delay thing...Delay of 1 seems
like the standard for those using EOD and enter next day.
I'll run more simulations and see how they go.
Regards,
intermilan04
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
>
> 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@xxxx>
> 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
> >
> >
> >
> >
> >
> >
> >
>
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