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After the first bar of the backtest period, the first buy signal enters the
trade and then the first sell signal after that entry is taken in the
backtest
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 13/10/06, batymohn <batymohn@xxxxxxxxx> wrote:
>
> Hi Guys,
> I'm new to Amibroker and this group but I'm a decent JAVA programmer.
> I've figured out how to create buy and sell Explorations but I'm
> puzzled how you calculate a backtest profit. Say
> "Buy = Cross( MACD(), 0);"
> Gives you something like AAPL on 9/22/01 at a H of $77 and
> "Sell = Cross( 0, MACD());"
> Gives you something like AAPL on 9/22/06 at a H of $47.
>
> How would Amibroker know that these were the same position in your
> backtesting or do you need to create your own variable?
>
> Thanks.
> Chris
>
>
>
>
>
> 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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