[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: AB Becktesting Discrepency



PureBytes Links

Trading Reference Links

Cheers Tomasz,
I gathered that may be the problem.I wanted to attach the file to 
this post but there didn't seem to be a spot to do it.I will send to 
support as you have mentioned.

Cheers

Greg

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> 
wrote:
>
> Hello,
> 
> It is all in YOUR code. Your code set the unrealistic exit 
condition.
> You don't show the code, how we are supposed to help?
> 
> Please send the code to support and then we can point out an error 
in your code.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "Greg" <crootster@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, April 29, 2008 2:28 AM
> Subject: [amibroker] AB Becktesting Discrepency
> 
> 
> >I hope and yet don't that this has happened to people.I had a 
trade 
> > trigger today on JBH @8.97.Stop was set at 8.58(Low-1ATR) and 
profit 
> > stop set at 9.42(HHV(c,-2). Unfortunately during the course of 
the day 
> > the trade just went down from opening stopping the trade out
(HTFM 1min 
> > charts shows progression of the day).The issue I have is I check 
to 
> > see how accurate the backtesting is against actual trades I have 
> > initiated.When I done the backtest for today I found the oddest 
thing 
> > which what I have been worried about for a while but was unable 
to 
> > prove.The backtester showed that the trade entered at the right 
price 
> > BUT it showed that it closed out at 9.30.Now the high of the day 
was 
> > 9.53 and the low 8.58.Now how do I let AB realize that although 
it 
> > triggered a profit sell,it occured before the entry point. 
> > 
> > Cheers Greg
> > 
> > 
> > ------------------------------------
> > 
> > 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:
> > http://www.amibroker.com/devlog/
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > Yahoo! Groups Links
> > 
> > 
> >
>



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

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:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/