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for just backtesting why not use nbar applystop
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2009/3/1 ozzyapeman <zoopfree@xxxxxxxxxxx>:
> Personally I've gotten some strange results when using ExRemSpan to
> exit, as per the guide.
>
> For example, sometimes, the trading systems won't take the correct
> first trade. If I switch to using barssince or an applystop exit, then
> the correct first trade is entered at the right time.
>
> Also, if using a high bar number for an exit, then no exits occur,
> even though my database has more than enough bars. For example, on
> one-minute data that spans several years:
>
> Buy = ExRemSpan( Buy, 750 );
> Sell = Ref( Buy, -750 );
>
> I've seen other anomalies that currently escape my memory. But because
> of those problems, I've coded exits in other ways.
>
> Has anyone else had problems using ExRemSpan for exits?
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>>
>> Ha ha. I'm getting a lot of milage out of this one. Twice in one day!
>>
>> Use ExRemSpan.
>> http://www.amibroker.com/guide/afl/afl_view.php?id=50
>>
>> Mike
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "triangle702000" <jkra70@> wrote:
>> >
>> > I'm trying to fine tune an entry method only for now,so to exit the
>> > trade I'm just using cover=ref(c,5). I'm just trying to see if a
>> trade
>> > will be profitable five days after being initiated. First,I ran a
>> > backtest using cover=ref(c,1) which gave me the result after one
>> > day,but now when I try to change the assignment to 5 days or
>> whatever,
>> > it still closes the trade after one day. Can anyone tell me what I'm
>> > doing wrong? Thanks. -jim
>> >
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