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I don't know if this can be somehow done automatically but each formula can be tested manually if it looks into the future. See the screenshot here:
http://img227.imageshack.us/img227/8584/checkfuture5nd.png
Lester
--- In amibroker@xxxxxxxxxxxxxxx, "Chris" <c319chris@xxx> wrote:
>
> If I have a trading system such as this:
>
> Buy = Cross( Close , EMA(Close, 10) );
> Sell = Cross( EMA(Close, 10) , Close );
>
> and my buy and sell price settings are set to "Open" with Buy Delay =
> 0, I have an untradeable system because the closing prices are not
> known until after the trade has executed (open). If backtested, AB will
> give unrealistic returns because the system is allowed to peek into the
> future (knowing the closing prices at the open). Shouldn't AB detect
> this sort of situation and flag the user? Would this be a worthwhile
> feature request?
>
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