|
PureBytes Links
Trading Reference Links
|
Set your bouncing ticks to zero
Your EOD system only uses the first bar or last bar of the session for
signals
Include some code that only buys from the first bar of the day
if (Time) crosses over (Sess1EndTime) or (time = Sess1FirstBarTime and
date<>date[1])
Neville
-----Original Message-----
From: Cameron Jones <camster@xxxxxxxxxxxxxx>
To: omega list <omega-list@xxxxxxxxxx>
Date: 2001. June 5. 18:39
Subject: ok
>Hi All
>
>So i have this sytem , and it uses a tight stop in the S&P. And it does
>really good with tick bounce at 10% , But it is average at 15% and
pathetic
>at 20% bounce. So i now have 5 min S&P data thanks to don the ledgend.
So
>now how do i run my EOD system using the five minute data to get an acurate
>backtest?
>Help Please
>
>Regards
>Cameron
>
>
|