Steve, There is a problem with your code for sure, but I would need to see the code to offer suggestions.
If you are in and out on the same day, then trade delays MUST be the same, and probably they both need to be 1. Most likely are getting crossed up buys and sells in the backtest. Review the backtest and look and the entry date and exit date to see if they make sense (getting in and out as you expect). -- Terry -----Original Message----- From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of scg_associates Sent: Sunday, September 10, 2006 17:04 To: [email protected] Subject: [amibroker] Trouble with Trade Delay - Incorrect Results 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 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/ <*> Your email settings: Individual Email | Traditional <*> To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) <*> To change settings via email: mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] <*> 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/
