[amibroker] Do I need the delay in the backtester?

["alan_davidson2" <alan_davidson2@xxxxxxxxx>]

I'm trying the backtester by using simple systems. I want to make sure
that I use the backtester in the same way that I would trade a real
system. I use end-of-day data. 

When I see the end-of-day buy signal, I want to buy at next day's Open.

The system is: 

Buy =  Cross( Close, EMA( Close, 45 ) ) ;

----------------------------------------------------

To plot the Buy signals, I use:

Buy =  Cross( Close, EMA( Close, 45 ) ) ;
Plot( Buy, "Buy", colorBlack ) ; 

----------------------------------------------------

To plot the Buy arrows, I use:

Buy = Ref( Cross( Close, EMA( Close, 45 ) ), -1 ) ;
PlotShapes( Buy * shapeUpArrow, colorGreen );
Plot(Close, "Close",colorBlack,styleBar); 

----------------------------------------------------

In the code that I submit to the backtester, I use:

Buy = Ref( Cross( Close, EMA( Close, 45 ) ), -1 ) ;

-----------------------------------------------------

Now here is the critical question. I believe that the code handles the
1-bar delay between the Buy signal and the trade. Therefore, I set the
backtester "Buy delay" = 0.

Is that correct?

















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