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PureBytes Links
Trading Reference Links
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Backtester picks signals based on your definition in the Buy = cond1; Sell =
Cond2; etc.
When you have differences it is most likely some of your code is looking
into the future. Sometimes it's tricky to not do this. For example,
PositionScore, traded next day open is a problem. So is setting a volume
limit to trade on next day open (in both cases it uses the next day's
results which are known in a backtest, but not known realtime). There are
many other ways to get future looking results too. Have you used the Check
button in the editor to test?
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Jerry Laster
Sent: Wednesday, December 13, 2006 20:43
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Help Understanding How Backtesting picks trades
Hi,
I notice differences between real time trading and backtesting. Where can
I find detailed information on how the backtester picks the signals it
uses?
--
Kind regards,
Jerry
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