If I have a trading system such as this: Buy = Cross( Close , EMA(Close, 10) ); Sell = Cross( EMA(Close, 10) , Close );
and my buy and sell price settings are set to "Open" with Buy Delay = 0, I have an untradeable system because the closing prices are not known until after the trade has executed (open). If backtested, AB will give unrealistic returns because the system is allowed to peek into the future (knowing the closing prices at the open). Shouldn't AB detect this sort of situation and flag the user? Would this be a worthwhile feature request? ------------------------ Yahoo! Groups Sponsor --------------------~--> See what's inside the new Yahoo! Groups email. http://us.click.yahoo.com/PEOZVC/bOaOAA/cosFAA/GHeqlB/TM --------------------------------------------------------------------~-> Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
