Hello everybody, a long time ago I posted something about a requested upgrade of AB including something other competitors have already included for ages which is usually called "Use Look-Inside-Bar Back-testing" which automatically check the chronological order of prices using the lowest granularity (tick-by-tick if available) without the need to use the cumbersome CBT.
btw I suspect CBT is still the only way to go. Paolo --- In [email protected], "ang_60" <ima_c...@...> wrote: > > > > --- In [email protected], Howard B <howardbandy@> wrote: > > > > Greetings -- > > > > You may need to use bars with finer resolution. > > > > Any assumptions of the order of any prices other than Open and Close are > > unreliable. > > > Hi Howard, > > thanks to drop by, I'm eagerly execting your next book. > > This question has been raised several times in this list, and I feel it > deserves an answer not dictated by "the correct way to test on bar data" > > In my 2cents opinion, the question should be read as a "programming one": > " Granted that any assumption about the chronological order of the bar > (notice I used the word "bar", not "daily bar") could be wrong (*) and I will > take full responsability of the consequences of this fact on my trading, is > Amibroker able to do what the starter of this thread is asking?". > > My answer is: "Not without some complicated code in the CBT. In my tests, the > use of "SetBacktestMode( backtestRegularRawMulti)" as advised in this thread > doesn't solve this problem. Can anyone confirm my findings? > > > Greetings, > Angelo. > > > (*) by the way, any test based on bar data in unreliable, because one is > implicitly assuming se/she could get a trade for every tick of the bar.... > and that's could be wrong too. So, if one really wants to be accurate, should > only test on tick data....... but this is really out of the subject. >
