[amibroker] Trade Delays

["Steve Carlsson" <stevecar144@xxxxxxxxxxxx>]

Hello all

I have been testing a system with trade delays set to 1 for long short entry
exit in the backtester and keep getting very different results if I
alternatively code settradedealys(1,1,1,1) in the code.  The results are
hugely different....

Just to clarify, when the settradedelays is used in the code the settings in
the backtester are for no trade delays.

Code below shows how I have used the Settradedelays..

PositionSize = Close * (1200/(3*ATR(30))); //max risk/sls * close
SetOption("InitialEquity", 120000 );
SetOption("AllowPositionShrinking", True );
SetOption("MaxOpenPositions", 10 );

SetTradeDelays( 1, 1, 1, 1);

trigger = Cross(C,Ref(LLV(L,14),-1));
Cond1 = trigger;
Cond2=ATR(30)/C >.01;
Cond3=ATR(30)/C<.03;
cond4= Close > Ref(HHV(Close,20),-1)-5*ATR(30);
Cond5=MA(C,200)>Ref(MA(C,200),-50) + 6*ATR(200) ;
cond7=MA(C,21)*MA(V,21)>200000;

Buy = Cond1 AND Cond2 AND Cond3 AND Cond5 AND Cond7 AND Cond4;
SellPrice = Open;



Sell= C < Ref(LLV(C,2),-1);


Steve Carlsson
Home and Property Maintenance
12 WInsham Rd
KARRINYUP WA 6018
0432990469


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