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on page 366 of the Amibroker manual, under AmiBroker Formula
Language.
Equity(1), Comments:
by Tomasz
"When your formula uses Equity (1) you should avoid using built-in
delays...
"Here is a story why:
"Only BACKTESTER implements delays while EXPLORATION and other modes
do NOT...
"Built in delays are designed to be used in BACKTESTER ONLY. The
intention (?) is as follows: set non zero delays int he settings now
SINGLE formula can be used to BACKTEST and to get TODAY SIGNALS for
trading for tomorrow (in SCAN) mode.
"Solution 1:
Embed delays in the AFL code itself:
Buy=Ref(Buy,-1);
Sell=Ref(Sell,-1);
(I think this is saying that when using Equity(1) don't set non-
Delays in the settings and don't set non-zero delays using
SetTradeDelays. Instead always use the Buy=Ref(Buy,-1) for buying
today when the initial signal to buy was yesterday.
Is this correct?
(I am assuming built-in delays (see line 1 of quote above) are both
the delays set in the settings and the delays set by SetTradeDelays.)
I want to use Equity(1) on all my backtested formula because
1) it removes the excess buy-sell signals instead of ExRem.
2) Compounded equity curves
But always having to buy today referring to yesterday's signal
instead of setting a trade delay is a convoluted way to do a simple
process.
Have I misunderstood?
Thank-you Balin Butler
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