I don't know if this can be somehow done automatically but each formula can be tested manually if it looks into the future. See the screenshot here:
http://img227.imageshack.us/img227/8584/checkfuture5nd.png Lester --- In [email protected], "Chris" <[EMAIL PROTECTED]> wrote: > > 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 --------------------~--> Great things are happening at Yahoo! Groups. See the new email design. http://us.click.yahoo.com/qlNZQC/hOaOAA/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/
