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If you are trying to get your backtest to match your real trading,
then one approach would be to try and define why you don't accept
some trades. What is it that makes you not want to take those trades.
Once you know the answer, then you can add rules to handle those
situations.
For example; Do you really care that the company is being taken over?
Or, is it that you think that sudden high volume and rapidly
escalating price can not be sustained? If it is the latter, then just
add an AFL rule that filters out stocks that show unusually high
recent volume or suspiciously high sudden gains.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "guhu0434" <g.h.h@xxx> wrote:
>
> Hello,
>
> since I trade a trade system in real life since a couple of weeks,
I
> have the problem to 'sync' the reality with the backtest of
amibroker.
>
> I look at the suggestions of my trading system explored by
amibroker
> and type the generated orders manually at the website of the broker
> of my choice.
>
> Before I enter the trades, I have a look at the stocks. Thus not
all
> suggested orders from amibroker will reach stock market.
>
> For an example, if the stock price raised due to an planned
takeover,
> normally I do not buy the stock. If I hold such an stock, I will
sell
> it.
>
> Nevertheless, my portfolio get out of sync with the backtest
> portfolio of amibroker and thus it becomes more difficult to get
the
> right signals from amibroker (for an example, in amibroker i do not
> have funds any longer, but in reality).
>
> I made an afl script to read buys and solds from a text file to
> simulate he real life. I plan to combine this with the trading
> system, but maybe some of the more experienced user of amibroker
can
> give me a hint to handle this issue best.
>
> With regards,
>
> Guido
>
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