r=8;
t=13;
Plot
(Close, "Price", colorBlack,
styleBar);
Plot
(MA(Close,r),"r-MA",colorBlue,styleLine);
Plot
(MA(Close,t),"t-MA",colorRed,styleLine);
MA1length=Optimize("ma1length",3,2,50,1);
MA2length=Optimize("MA2length",20,50,100,2);
fma=MA(C,r);//MA(C,MA1length);////
sma=MA(C,t);//MA(C,MA2length);////
PositionScore=RSI(15);
Filter=Cross(FMA,SMA) AND C>.1 ;
Buy=Ref(Filter,-1);
BuyPrice=Open;
Sell=Buy;
SellPrice=Close;
SetTradeDelays
(0,0,0,0);
PositionSize=5000;
PlotShapes
(shapeUpArrow*Buy,colorBrightGreen);//
PlotShapes
(shapeDownArrow*Sell,colorRed);
AddColumn
(V,"volume");
AddColumn
(RSI(15),"rsi");
I'm finding that if i explore a particular date ie 6/10/2008
and then backtest on the 7/10/2008 i'm not always backtesting the same stock
that was found the day before,i say not always as sometimes the backtest is
correct but not 100% of the time.This worries me because when i optimize the
system i may be getting a false report.
Within AA i'm using the function "use filter" and
selecting "define" ,,market=asx,,group=equity's.
Also ,sometimes the stock that is backtested is not even in
the exploration results list from the day before,,,,,,,,,,puzzled
again.
I've also tried scanning the entire asx for stocks with a
close above 0.1 and created a new watchlist and then defined that watchlist via
AA with similar problems,,,
Wondering if anyone can see an error in the code (?)
or do you think i've got a watchlist population problem or maybe i need to
include a "get watchlist" in the code,,i have tried looking through the help
file on get watchlist but i'm getting a little lost there.
Any advise would be appreciated as i'm concerned any
optimization or backtest may include some errors and i need to be confident i've
got a true report of the system
regards
Paul