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Like any system regardless of bar period by the time you get a Close
price the market has moved on and this is now history. consider all
the time delays involved in getting the data, processing it, then
placing your order, and then the order being carried out.
The only time you get a chance to place an order with some time to
spare is during pre-open stages of the market while no trading is
occurring.
AB can test this type of system, all you need is the data, but I doubt
you could trade it the same.
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 20/06/07, veysel serbes <vserbe@xxxxxxxxx> wrote:
>
> Is system testing using 'trading on close' for
> intraday 5 min time frame realistic? Can amibroker do
> that in real time trading?
>
> I get very good results compare to 'trading next
> open' with 1 bar delay?
>
> Best Reagrds
>
>
>
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