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Found the problem. I am using real time Last in some of the formulas,
backtester takes that price (but it's the last price when the testing is
done, not the price when the signal was generated) thus, it's not trading
the same signals. Also trading the open may be a problem. Anyway, I will
check tomorrow with real time data (I am having it to trade intraday).
Thanks for the prompt answer,
Jerry
On Wed, 13 Dec 2006 23:23:07 -0500, Terry <MagicTH@xxxxxxxxxxx> wrote:
> 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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