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[amibroker] CBT Enter/ExitTrade daily for weekly system


  • Date: Sat, 16 Jan 2010 01:56:23 -0000
  • From: "oceanchimes" <oceanchimes@xxxxxxxxx>
  • Subject: [amibroker] CBT Enter/ExitTrade daily for weekly system

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Hello
I coded low-level CBT system using Enter/ExitTrade for the range 1/1/09 to 24/11/09. I enter trades from a List on the open. The exit signal is generated on the same bar close. A weekly system.

Note: Barcount is 228, while weekly bars for range is 46.
This may be the reason I have trouble, but backtester determines barcount. Why?
eg
EnterList 2/1/09 (Fri) for symbols AAA, BBB
EnterTrade 5/1/09 open price (Mon) for AAA, BBB
ExitList 5/1/09 close price (Mon) for AAA, BBB
ExitTrade 6/1/09 open price (Tues) for AAA, BBB

I thought weekly close would be 9/1/09 (Fri)
with exitTrade 12/1/09 open price (Mon)

for(b=0; b<barcount; b++)
{

 bo.Exit(b, sym, price);

 updatestats(b,1);

 bo.EnterTrade(   .....    );
 EntryList....
 ExitList......
}



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