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[amibroker] Re: Rookie question - Back Test for a particular time frame



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Thanks Steve, I sincerely appreciate the support.

My apoligies to all if I have used this forum in an unacceptable 
manner.  I won't do it again!!

I know this forum is into system development and backtesting, so 
allow me to share a few thoughts about trading.

I use two bench marks as a litmus test for my trading systems.  The, 
first is the performance of an index (ASX 200, ASX All Ords) during 
uptrends.  The second, is the current interest rate availalbe at the 
bank during flat markets or downtrends.

If my system can not beat these two benchmarks, then (in my mind) the 
system is no good!  Let me repeat, trading systems that can not beat 
the bank in flat or downtrending markets are not effective!

Steve, thanks again.  Your help has allowed me to set a bench mark 
for back testing!

Ted Webb  

 

--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>
> Buy = DateNum() == 1020101;
> Sell = DateNum ==1060101;
> 
> But markets are closed on Jan 1 so you won't have any data for that 
day and 
> will probably need to chnage it to 1020102 or whatever is the next 
day with 
> data. See DateNum function for details.
> 
> Steve
> 
> ----- Original Message ----- 
> From: "ted_j_webb" <ted_j_webb@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, September 28, 2008 12:17 AM
> Subject: [amibroker] Rookie question - Back Test for a particular 
time frame
> 
> 
> > Hi folks, I'm a AmiBroker rookie, so please be patient and
> > understanding!  What I want to do is backtesting with a single 
issue
> > and simply buy all shares on a particular date and sell all 
shares on a
> > particular date.  Then look at the gain/loss.
> >
> > I have had success with buying and selling with 'close'
> > crossing 'MA', 'MA' crossing 'MA', Etc.  But I simply can not get
> > the 'date' thing worked out.
> >
> > What would be the code for the following action:
> >
> > Buy all shares on 1 Jan 2002
> >
> > Sell all shares on 1 Jan 2006
> >
> > Thanks!
> >
> >
> > ------------------------------------
> >
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>



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

**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
TO GET TECHNICAL 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

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