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[amibroker] Re: how realistic is this backtester?



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any better ideas?
--- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <money@xxx> wrote:
>
> 2:45 replay: shot before the zlr turn is before 15 point difference.
> http://screencast.com/t/yqdhNewqJR
> 2:50 replay: short after the zlr turn is 15 point differnce.
> http://screencast.com/t/YvvOFGexvea
> 
> 
> now i am trying to use the scan to see what time my alert should have comeout. so i am running the scan @ 5 minutse and using timeframe functions to extrapolate the values. 
> the findings are rather strange and disconnected to the real  market signals in terms of time. .  they do not give the signals exactly @ 2:50
> 
> 
> 
> 
> TimeFrameSet( inDaily) ;
> 
> CCIval=CCI(14);
> CCIValYesterday=Ref(CCIVal,-1);
> CCIDiff=((CCIval-Ref(CCIval,-1))); 
> Short_signal=CCIDiff<-15;
> TimeFrameRestore();
> 
> Filter=Short=TimeFrameExpand(Short_signal,inDaily,expandLast);
> 
> CCIVal_Expanded=TimeFrameExpand(CCIval,inDaily,expandLast);
> CCIDiff_Expanded=TimeFrameExpand(CCIDiff,inDaily,expandLast);
> CCIValYesterday_Expanded=TimeFrameExpand(CCIValYesterday,inDaily,expandLast);
> 
> AddColumn(CCIVal_Expanded,"CCIVal_Expanded",1.5);
> AddColumn(CCIDiff_Expanded,"CCIDiff_Expanded",1.5);
> AddColumn(CCIValYesterday_Expanded,"CCIVal_Expanded",1.5);
> 
> 
> ExpandLast giveme
> 
> Ticker	Trade	Date	Close
> AAPL	Short	22/09/2008 15:55	130.83
> AAPL	Short	23/09/2008 9:30	132.15
> AAPL	Short	23/09/2008 9:35	132.51
> 
> 
> Expandfirst give me
> Ticker	Trade	Date	Close
> AAPL	Short	22/09/2008 9:30	139.56
> AAPL	Short	22/09/2008 9:35	138.92
> AAPL	Short	22/09/2008 9:40	138.38
> AAPL	Short	22/09/2008 9:45	138.87
> AAPL	Short	22/09/2008 9:50	138.011
> AAPL	Short	22/09/2008 9:55	138.53
> AAPL	Short	22/09/2008 10:00	138.34
> AAPL	Short	22/09/2008 10:05	138.41
> AAPL	Short	22/09/2008 10:10	137.92
> AAPL	Short	22/09/2008 10:15	137.75
> AAPL	Short	22/09/2008 10:20	137.79
> AAPL	Short	22/09/2008 10:25	138.11
> AAPL	Short	22/09/2008 10:30	138.4
> AAPL	Short	22/09/2008 10:35	138.1
> AAPL	Short	22/09/2008 10:40	138.29
> AAPL	Short	22/09/2008 10:45	138.57
> AAPL	Short	22/09/2008 10:50	138.7
> AAPL	Short	22/09/2008 10:55	139.04
> AAPL	Short	22/09/2008 11:00	138.76
> AAPL	Short	22/09/2008 11:05	138.47
> AAPL	Short	22/09/2008 11:10	138.08
> AAPL	Short	22/09/2008 11:15	138.08
> AAPL	Short	22/09/2008 11:20	137.55
> AAPL	Short	22/09/2008 11:25	137.742
> AAPL	Short	22/09/2008 11:30	136.8
> AAPL	Short	22/09/2008 11:35	136.95
> AAPL	Short	22/09/2008 11:40	136.25
> AAPL	Short	22/09/2008 11:45	136.28
> AAPL	Short	22/09/2008 11:50	136.2301
> AAPL	Short	22/09/2008 11:55	136.56
> AAPL	Short	22/09/2008 12:00	136.33
> AAPL	Short	22/09/2008 12:05	136.59
> AAPL	Short	22/09/2008 12:10	136.57
> AAPL	Short	22/09/2008 12:15	136.83
> AAPL	Short	22/09/2008 12:20	136.99
> AAPL	Short	22/09/2008 12:25	137.13
> AAPL	Short	22/09/2008 12:30	137.13
> AAPL	Short	22/09/2008 12:35	137.15
> AAPL	Short	22/09/2008 12:40	136.95
> AAPL	Short	22/09/2008 12:45	136.81
> AAPL	Short	22/09/2008 12:50	136.964
> AAPL	Short	22/09/2008 12:55	136.66
> AAPL	Short	22/09/2008 13:00	136.49
> AAPL	Short	22/09/2008 13:05	136.65
> AAPL	Short	22/09/2008 13:10	136.31
> AAPL	Short	22/09/2008 13:15	135.78
> AAPL	Short	22/09/2008 13:20	135.7
> AAPL	Short	22/09/2008 13:25	135.21
> AAPL	Short	22/09/2008 13:30	135.06
> AAPL	Short	22/09/2008 13:35	135.01
> AAPL	Short	22/09/2008 13:40	135.08
> AAPL	Short	22/09/2008 13:45	135.0862
> AAPL	Short	22/09/2008 13:50	135.83
> AAPL	Short	22/09/2008 13:55	135.85
> AAPL	Short	22/09/2008 14:00	135.45
> AAPL	Short	22/09/2008 14:05	135.25
> AAPL	Short	22/09/2008 14:10	135.72
> AAPL	Short	22/09/2008 14:15	135.42
> AAPL	Short	22/09/2008 14:20	134.84
> AAPL	Short	22/09/2008 14:25	134.74
> AAPL	Short	22/09/2008 14:30	135.13
> AAPL	Short	22/09/2008 14:35	135.34
> AAPL	Short	22/09/2008 14:40	134.85
> AAPL	Short	22/09/2008 14:45	134.85
> AAPL	Short	22/09/2008 14:50	134.116
> AAPL	Short	22/09/2008 14:55	133.92
> AAPL	Short	22/09/2008 15:00	134.09
> AAPL	Short	22/09/2008 15:05	133.31
> AAPL	Short	22/09/2008 15:10	133.55
> AAPL	Short	22/09/2008 15:15	132.67
> AAPL	Short	22/09/2008 15:20	132.54
> AAPL	Short	22/09/2008 15:25	132.32
> AAPL	Short	22/09/2008 15:30	132.56
> AAPL	Short	22/09/2008 15:35	132.65
> AAPL	Short	22/09/2008 15:40	132.072
> AAPL	Short	22/09/2008 15:45	131.876
> AAPL	Short	22/09/2008 15:50	131.23
> AAPL	Short	22/09/2008 15:55	130.83
>




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