Hi all, First, thanks for AB.. Its really good appliacations and I'm spending a lot of time with it. Anyway, looks like I found some backtesting bug.. I was really suprised with results from my new system, but later I found that backtesting is cheating probably.. Im using weekly timeframe to compute MACD and then expanding it to daily and I wanted use expandFirst.. So I'm getting signals after monday.. I know, that if week will continue in wrong direction,then signal disappear.. Its ok, but when I use backtesting, it probably use values for whole next week and use signal from monday (ie first day of this week).. So backtesting works with whole week,but buying at monday and this is why I getting so good results (85% wiinners, 250% annual return¨) Could somebody confirm this and help me to get real results ? Or its bug (feature) in the AB ?:) thank you very much.. Roarke
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