Thank you for the help.I have marcin taking a look at the signals,and will hopefully have an answer
Allan --- In [email protected], "Ara Kaloustian" <[EMAIL PROTECTED]> wrote: > > Select the date range you want in the AA window. Any signals before that > will be ignored. > > ExRem does not do anything during backtest, as it is already accounted for, > unless you write custom backtest procedures and want repeat trade signals to > add to market position. > > ----- Original Message ----- > From: "matrix10014" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Tuesday, August 29, 2006 10:16 AM > 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/
