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Michael,
I don't understand why you have set some of the parameters the way you
have in the doc i.e.
For the items below shouldn't Buy / Cover Price be Next High ? and
Short / Cover Price be Next Low ?
Buy/Sell/Short/Cover price:
It is preferable to backtest using Buy = High, Sell = Low and Short =
High, Cover = Low regardless of how the system is to be traded.
This way if the system works OK on backtest I know it was done on worst
case and I should be able to do better in real life. Too often I have
found a system backtest based on possible entry/exit prices does not
preform in real time trading due to various reasons like slippage.
BuyPrice: Next Low
SellPrice: Next High
ShortPrice: Next High
CoverPrice: Next Low
Why ?
Pos shrinking: No
Max open pos: 10
-- In amibroker@xxxxxxxxxxxxxxx, "Michael.S.G." <OzFalconAB@xxx> wrote:
>
> AB Trading Framework has undergone another metamorphism.
>
> It is now a simple Trading Organizer to help document and organize AB
> systems.
>
> I have also decided to pull the open source side and just release it
as
> a final.
>
>
> Final Release is here:
> http://www.amibroker.org/3rdparty/AB_Trading_Framework/
>
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