Backtester picks signals based on your definition in the Buy = cond1; Sell = Cond2; etc.
When you have differences it is most likely some of your code is looking into the future. Sometimes it's tricky to not do this. For example, PositionScore, traded next day open is a problem. So is setting a volume limit to trade on next day open (in both cases it uses the next day's results which are known in a backtest, but not known realtime). There are many other ways to get future looking results too. Have you used the Check button in the editor to test? -- Terry -----Original Message----- From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Jerry Laster Sent: Wednesday, December 13, 2006 20:43 To: [email protected] Subject: [amibroker] Help Understanding How Backtesting picks trades Hi, I notice differences between real time trading and backtesting. Where can I find detailed information on how the backtester picks the signals it uses? -- Kind regards, Jerry 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links
