Re: [amibroker] Re: AB Trading Framework Final Release

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

Your correct,
    I'll fix that now.

Thanks
    MSG


Fred wrote:
>
> 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 <mailto:amibroker%40yahoogroups.com>, 
> "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/ 
> <http://www.amibroker.org/3rdparty/AB_Trading_Framework/>
> >
>



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