I am still a bit unsure how Ami handles the backtest as opposed to
other programs.I understand Exrem(),but that is not how i choose to
trade.
If my test period starts on 6/20/06 and I remove Exrem,does that
mean that data,signals or stops prior to 6/20 have no bearing on the
test period??That is what I would like.I want to take the very first
signal in the backtest period regardless of what occured before the
first day of the testing period.Is that possible??
With that said,I do have a hypothetical trade scenario which may
help me understand Amis signals a bit better..
As an example: IBM
I have a simple rule
Buy= cross(close,ma(close,10);
Sell = low< ref(close,-1)*96;
IBM closed right below the 21 day moving average.The following day
the stock gapped down 5 percent,but finished up 1 percent on the day
and crossed the MA..How would the backtester treat that occurence,as
the sell and buy conditions were met on the same day..What signals
would Ami take,and what arrows would show up for raw signals.
thanks all
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