Hi ,
Looking for some help again please ,
re the code below and explorations/backtest reports,
r=8;
t=13;
Plot(Close, "Price", colorBlack, styleBar);
Plot(MA(Close,r),"r-MA",colorBlue,styleLine);
Plot(MA(Close,t),"t-MA",colorRed,styleLine);
MA1length=Optimize("ma1length",3,2,50,1);
MA2length=Optimize("MA2length",20,50,100,2);
fma=MA(C,r);//MA(C,MA1length);////
sma=MA(C,t);//MA(C,MA2length);////
PositionScore=RSI(15);
Filter=Cross(FMA,SMA) AND C>.1 ;
Buy=Ref(Filter,-1);
BuyPrice=Open;
Sell=Buy;
SellPrice=Close;
SetTradeDelays(0,0,0,0);
PositionSize=5000;
PlotShapes(shapeUpArrow*Buy,colorBrightGreen);//
PlotShapes(shapeDownArrow*Sell,colorRed);
AddColumn(V,"volume");
AddColumn(RSI(15),"rsi");
I'm finding that if i explore a particular date ie 6/10/2008 and then backtest
on the 7/10/2008 i'm not always backtesting the same stock that was found the
day before,i say not always as sometimes the backtest is correct but not 100%
of the time.This worries me because when i optimize the system i may be getting
a false report.
Within AA i'm using the function "use filter" and selecting "define"
,,market=asx,,group=equity's.
Also ,sometimes the stock that is backtested is not even in the exploration
results list from the day before,,,,,,,,,,puzzled again.
I've also tried scanning the entire asx for stocks with a close above 0.1 and
created a new watchlist and then defined that watchlist via AA with similar
problems,,,
Wondering if anyone can see an error in the code (?) or do you think i've got
a watchlist population problem or maybe i need to include a "get watchlist" in
the code,,i have tried looking through the help file on get watchlist but i'm
getting a little lost there.
Any advise would be appreciated as i'm concerned any optimization or backtest
may include some errors and i need to be confident i've got a true report of
the system
regards
Paul
