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Yes. That's what I now use for backtesting.
But when migrating to live auto trading, nbar applystop does not work.
It would be nice in the future if IBC controller could easily
interface with applystop, so one could more easily port a backtested
system to live trading. Right now, it takes some significant reworking
of code.
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> for just backtesting why not use nbar applystop
>
> --
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
>
>
>
> 2009/3/1 ozzyapeman <zoopfree@xxx>:
> > 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@> 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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