Terry, While it seems highly unlikely that I understand Exrem(or anything else),I actually have a tiny clue.The reason I am asking these questions is I have a piece of code that literally ignores a clear buy signal and changes the raw arrows from a buy to a sell,depending upon the the level i set the maxloss stop or trailing stop.Interestingly enough,even though the arrow changes to a sell,it comes up as a buy in Explorer..Whats totally bizzare is I intentionally set the first day of the backtest range to the entry signal so stops wouldnt have any affect.
I also may be miscommunicating with Marcin,as he informed me "Any test in AA window always uses the entire data range ".I took this as the entire data history which i found a strage approach.Hence my strange questions and examples. >From your post,that means the "entire data range selected",and nothing previous to it..As i hoped. I just want to say thank you for the assistance.You have been very helpful.As you pointed out earlier,the looping code I posted is most likely causing the most unusual behavior.... Thanks to all, Allan --- In [email protected], "Terry" <[EMAIL PROTECTED]> wrote: > > I don't think you understand ExRem. All this does is REMOVE redundant > signals so you don't see them when plotting buy/sell arrows. > > If your signaling sequence was this: > Buy Sell Short Cover, ExRem has NO effect. > > If it were this: > Buy Buy Sell Short Cover, ExRem will remove the 2nd Buy since you are > already on a Buy and that 2nd one is redundant. > > If your backtest starts on 6/20, then the first Buy or Short signal > after the OPEN of 6/20 will be taken. If your system relies on an MA, > the MA will be calculated from enough data prior to 6/20 to be valid > (assuming you HAVE enough data prior to 6/20). When there is > insufficient data to compute an indicator Amibroker will WAIT until > there is enough data (otherwise it'd be taking a false signal). This > isn't normally a problem, but try having a 500 day MA for a long term > trend and you need 2 years of data before the first trade is taken. > > What kind of database do you have? Daily? Whatever period you have, if > you are trading a given period, for example Daily. The signal taken is > the signal "as it stands at the end of the period". So if had a Sell, > then a Buy in the SAME period/bar you will end up with a Buy signal. If > you were already OnBuy, then you won't get any signal because nothing is > required to happen - the trade simply continues. > > The backtest will NEVER KNOW you had a Sell before a Buy if it all > happens during the same day and you only have a DAILY database. To > realize these trades you'd have to get hourly or smaller data and adjust > all your formulas since MA(Close,10) would now be 10 hours and not 10 > days. > -- > Terry > > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] On > Behalf Of matrix10014 > Sent: Tuesday, August 29, 2006 11:16 > To: [email protected] > Subject: [amibroker] backtest results > > 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 > > > > > > > > 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 > 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/
