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--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Hello,
>
> In real-time trading you need to use not the LAST bar (incomplete
bar, which is dynamically updated
> as new data arrive) but from the one bar BEFORE the last bar - the
one that is COMPLETE.
>
> Buy = Ref( Buy1 AND Buy2 AND Buy3, -1 ); // use PREVIOUS bar
>
> That way guarantees that you only use close price from COMPLETED
bar.
>
> This is similar to using 1-bar delay in AA settings.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
Tomasz,
Here is my procedure. I run my autotrading on my paper account to
test it. When it trades, I then wait until the next bar appears and
if the signal is still there, I run the backtester. If the backtester
shows a trade, I make a trade on my actual account.
What has happened is that I am missing some profitable trades because
the signal changes after the bar has closed. Sometimes it appears 2
bars later which is one closed bar later and one incomplete bar.
I will try your suggestion, but I don't understand why I need a 1 bar
delay in the AA settings. I know that it will change until the bar
closes so I just wait until the bar closes. When I run the backtest,
I just ignore the incomplete bar. If it shows a trade, I just wait
until the bar closes and the next bar opens to make sure the trade is
still there.
Thanks,
Tom
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