Re: [amibroker] Re: How dose AFL auto-trading works?, AmiBroker Email List Archive

Backtesting will, most of the time, not give results that match real-trading. The final stage of testing an RT system is using realtime data, first using your simulating account and next small amounts of real money.

It is not just the data. There are also trading rules and regulations, unique for different markets, that may impact on the performance of your trading system. These will only surface during simulated trading or real trading.

You may have more basic problems, try running you system in the Bar-Replay tools using 1-min or tick data. This will often reveal coding problems that are hard to detect any other way.

You cannot change the outside world; you have to identify the problems and modify your code to work with them :-)

Under the same topic about parameters should be/shouldn't be mentioned in RT ATS formula,

I was looking at the RT trading article. I am facing one of the issues mentioned in the article-

9. Data flaws. RT Data may arrive out of sequence, contain errors, and be corrected at a later time by the data provider. This means that after an EOD Backfill, your bars may look different. This often leads to highly misleading and overly optimistic profit performance by the backtester.

I have seen buy/sell signals triggered but at the end of the day the signals are not consistent, some signals disappeared after day closing. What can be done to minimize this?

Thanks

--- In amibroker@xxxxxxxxxxxxxxx, "markedme9" <markedme9@xxx> wrote:

> Hello,

> How dose auto trading works in AFL, if I have a scanning AFL formula

> that scans for buy/sell signals and also controls trades then do I need

> to run the formula with Automatic Analysis Window, and run it on

> intervals to trigger trades?

> Dose the parameters mentioned in the Automatic Analysis window

> (StopLoss/margin/position numbers and size etc) take precedence over any

> values mentioned in the formula?

> Which trade parameters should be or should not be mentioned in the

> formula?

> Which is the best way to implement ATS, by mentioning all trade

> parameters in the formula? Or by mentioning in AA window? What are the

> benefits of either way?

> Thanks