I have a long only stock system. It buys dips and gets out
of the trade as quickly as possible. This means that many times
that it is in at the Open and out by the End of Day.
In my Backtester Settings...I get vastly different results if I use
Buy Price is Open and Buy Delay is 1
Sell Price Close 0
or
Buy Price is Close and Buy Delay is 0
Sell Price Close 0
I am experiencing multiple problems with this:
1. If I use Open,1 It makes tons of money, if I use Close,0 it
is hardly worth trading at all.
2. Backtester seems to have a bug in it. When it gets the signal to
sell something that evening, it seems to think it has that money
available first thing in the morning, so it is using too much capital.
(it is double dipping, trading on capital still allocated to other
stocks.
3. Backtester will buy multiple positions of the same stock if the
symbol appears at the top of the ranking (position Score) more than
one day in a row. I only want to be in position for a given symbol.
This may be a setting somewhere else, but I think it is related to
issue #2.
My initial reaction is that there must be sometype of look forward
going on, but I dont see that as I am buying on the next day open.
The other funny thing is that if I try to out smart it with
Buy = Ref(BuySignal,-1) ; and use Buy Price Open, Delay 0
I even get different results! It should be the exact same system.
It even picks somewhat different stocks!
Has any one had any experience with this Trade Delay problem?
Please help...
Thanks,
Steve
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/
