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[amibroker] Re: CBT Enter/ExitTrade daily for weekly system


  • Date: Sat, 16 Jan 2010 22:41:06 -0000
  • From: "tassieoak" <tassieoak@xxxxxxxxxxxx>
  • Subject: [amibroker] Re: CBT Enter/ExitTrade daily for weekly system

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Hello,

That sounds strange, could it be a bug in Amibroker?

Have you found the reason yet?

Regards

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