|
PureBytes Links
Trading Reference Links
|
Hi,
i am trying to do something that i think is rather simple, but having a heck of a time doing so in Amibroker. Basically i want to figure out the historic percentage of the market closing 1 OR 2 days after any given day. the code is below:
FixedDollarAmount = 1000;
SetBacktestMode( backtestRegularRawMulti );
buy = c;
sell = c > valuewhen(buy, c);
applystop(stoptypeNBar, stopmodeBars, 2);
PositionSize = FixedDollarAmount;
The system should buy EVERY day, and sell the next day if it's a higher close or always exit on the 2nd day.
I want this to run as a backtest so i can see the percentage of win vs loss. The problem is, it runs fine, but the percentages are way off when tested against Yahoo's data from 1/1/1999 to current day. I know the historic odds of a close 1 or 2 days later is around 68%, however my backtest is returning 51%.
Can anyone tell me see any issues with my script or what may be going on here?
initially i thought the system may be running out of cash, as it uses the default 100,000. But that does not seem to be the case.
thank you.
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|