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I'm using that setting - I'm just not quite sure how to interpret what
it says (I trade EOD only), with backtesting buying/selling on the
close, 1 day delayed.
So I have:
--------------------------
Ticker/Trade/Date/Price/Ex. Date
IWM/Open Long/4-8-08/71.02/4-15-08/68.53
EEM/Open Long/4-14-08/139.01/4-15-08/139.01
QQQQ/Open Long/4-14-08/44.08/4-15-08/44.08
How would you interpret that setup? I see it as:
IWM - close position on close of 4-15-08
EEM - open position on close of 4-15-08
QQQQ - open position on close of 4-15-08
But am I interpreting this correctly?
/d/
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Yes, for my EOD systems I am using "add artitifical future bar" in
the AA Settings "portfolio" tab.
> This gives me trades for tommorow with position sizes.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "droskill" <droskill@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, April 14, 2008 6:59 PM
> Subject: [amibroker] Trading a system - explorations vs. backtesting
>
>
> > So I'm getting ready to do some real-world testing of a system I wrote
> > - and I'm wondering how people are doing it.
> >
> > I've got both a backtest and an exploration setup for my strategy.
> > Are people using the "peak ahead" option in the backtesting options to
> > get to the next day trades?
> >
> > Just wondering how people are working it. I'm more used to other
> > backtesting software where it can produce a "hit sheet" for the next
> > day's trading. Exploration has some of this, but I can seem to figure
> > out how to figure out what the position size should be.
> >
> > Thanks!
> >
> >
> > ------------------------------------
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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> >
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> >
> >
> >
>
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