Hi, i am trying to do something that i think is rather simple, but having a heck of a time doing so in Amibroker. Basically i want to figure out the historic percentage of the market closing 1 OR 2 days after any given day. the code is below:
FixedDollarAmount = 1000; SetBacktestMode( backtestRegularRawMulti ); buy = c; sell = c > valuewhen(buy, c); applystop(stoptypeNBar, stopmodeBars, 2); PositionSize = FixedDollarAmount; The system should buy EVERY day, and sell the next day if it's a higher close or always exit on the 2nd day. I want this to run as a backtest so i can see the percentage of win vs loss. The problem is, it runs fine, but the percentages are way off when tested against Yahoo's data from 1/1/1999 to current day. I know the historic odds of a close 1 or 2 days later is around 68%, however my backtest is returning 51%. Can anyone tell me see any issues with my script or what may be going on here? initially i thought the system may be running out of cash, as it uses the default 100,000. But that does not seem to be the case. thank you.
