[amibroker] Common Backtest Framework

["Michael.S.G." <OzFalconAB@xxxxxxxx>]

I'm noodling around with some *backtest framework for system comparison.*

If one were running an EOD system. When a signal is generated, The most 
reasonable buy/sell price would be the next bar's open price. We can't 
realy expect to "Get" the High or Low, And the Close for the next day is 
not appropriate either.
As such, the following default setting to all *EOD* backtest should be 
reasonable....
    SetTradeDelays(1,1,1,1);
    BuyPrice = Open;
    SellPrice = Open;


As per Richards help, I figure delayed quotes (5/15/60min etc) should be 
handled the same way as EOD.
As such, the following default setting to all *DELAYED* backtest should 
be reasonable....
    SetTradeDelays(1,1,1,1);
    BuyPrice = Open;
    SellPrice = Open;

(If using any timing below 5min, Then getting order to market by the 
next bar may not be possible!)


As Realtime data is sent in Ticks containing the price in the "Close" 
field, Buy/Sell price must be "Close" value.
As such, the following default setting to all *REALTIME(TICK)* backtest 
should be reasonable....
    SetTradeDelays(1,1,1,1);
    BuyPrice = Close;
    SellPrice = Close;

(Im not realy sure how realtimers calc their entry price/delays, Because 
I doubt you could get an order to market "In the next Tick!")





Any comments would be warmly welcome.

    ATB
       Michael.

(I'd like to post a common framework for people to reasonably compare 
trading systems if there is enough people interested)



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