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Re: [amibroker] Re: BackTest - Pad and Align



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Trading Reference Links

Mike

Yes ... that is my understanding.

Specifically the use of Pad & Align is for the purpose of providing a market 
timing signal by aligning to that market and using Foreign() to access that 
market data.

A

----- Original Message ----- 
From: "Mike" <sfclimbers@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, September 23, 2008 1:49 PM
Subject: [amibroker] Re: BackTest - Pad and Align


> So, was your "misuse" the fact that you were not referring to any
> Foreign symbols in your code? If you did in fact use Foreign in your
> code (e.g. reference to an index for example), then would Pad & Align
> have been appropriate for you (e.g. aligned to that index)?
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>>
>> I just had an illuminating chat with Marcin, that I'd like to pass
> on...
>>
>> In my backtests, I noticed that I randomly got an extra trade at
> the beginning of a data set.
>>
>> Marcin found the problem to be because I had checked the Pad &
> Align box in AA window.
>>
>> The help files warn to use Pad & Align judiciously as it is meant
> for data obtained from Foreign() function.
>>
>> Of course when I unchecked the Pad & Align, the backtest results
> were what I expected them to be, without the extra trade.
>>
>> The implication is that when Backtest is run and there are a lot of
> trades, the impact is probably not noticable. If you have only a few
> trades, the the impact may be significant.
>>
>> It seem that this is not a "fixable bug", as it is not a bug at
> all, but a feature for a specific purpose and when it is misused (as
> I misused it ) then a problem arises.
>>
>> Marcin, thanks for your time.
>>
>> Ara
>>
>
>
>
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>


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