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Hello,
You can always do that using low-level custom backtester. Using it you can have
hundreds of position reversals on single bar.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "buandbe" <buandbe@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, May 13, 2008 6:44 PM
Subject: [amibroker] Re: Idiosyncrasy of AmiBroker and Holy Grail
>
> Thank you for your reply.
>
> As always, your answer is very clear and precise and I happen to like
> your style.
>
> There is no EASY way to test this strategy on EOD data.
> It's just so depressing to think "nothing is impossible" almighty
> AmiBroker cannot do what you can easily do with lowly Excel...
>
> TS
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>>
>> First of all - if you use todays CLOSE price in ANY of calculations
>> you must set trading delays to ONE.
>>
>> SetTradeDelays( 1, 1, 1, 1 );
>>
>> Second rule: one trade (either short or long, not both) per single
> bar per symbol.
>> Third rule: If you want to simulate day trading use intraday data.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "buandbe" <buandbe@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Monday, May 12, 2008 10:51 PM
>> Subject: [amibroker] Idiosyncrasy of AmiBroker and Holy Grail
>>
>>
>> >
>> > I found a Holy Grail... till I found the error, that is.
>> >
>> > ------------------------------------------------------
>> >
>> > Buy_Open = Ref( Open, -1 ) > Ref( Close, -1 ); // Previous Bar is Down
>> > Short_Open = Ref( Open, -1 ) < Ref( Close, -1 ); // Previous Bar is Up
>> > Buy_Close = Open < Close; // This Bar is Up
>> > Short_Close = Open > Close; // This Bar is Down
>> >
>> > Buy = Buy_Open OR Buy_Close;
>> > Short = Short_Open OR Short_Close;
>> > Sell = Short;
>> > Cover = Buy;
>> >
>> > BuyPrice = IIf( Buy_Open, Open, IIf( Buy_Close, Close, 999999 ) );
>> > ShortPrice = IIf( Short_Open, Open, IIf( Short_Close, Close,
> -999999 ) );
>> > SellPrice = ShortPrice;
>> > CoverPrice = BuyPrice;
>> >
>> > // "ALLOW SAME BAR EXIT (SINGLE BAR TRADE)" is on
>> >
>> > ------------------------------------------------------
>> >
>> > AmiBroker does not show some losers and significantly overstates
> profits.
>> >
>> > ex.
>> >
>> > Open Close
>> > Day 0 Down
>> > Day1 Up Long Still Long
>> > Day2 Up reverse to Short reverse to Long
>> >
>> > The Short trade on Day2 from Open to Close is not accounted for.
>> >
>> > Could anyone correct the code so that it shows more realistic
> results ?
>> >
>> > TS
>> >
>> >
>> >
>> > ------------------------------------
>> >
>> > 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
>
>
>
------------------------------------
Please note that this group is for discussion between users only.
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