Hello, usually what I do is to create indicators using timeframe functions and then run the backtest using the finest resolution I have, which does the same thing as what you are referring to (Inside-Bar Back-testing). For example in a breakout system I create the highest highest based on hourly bars but then run the test based on 1 minute bars, which is the finest resolution I have.
--- In [email protected], "Paolo" <pcavat...@...> wrote: > > 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_cons@> 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. > > >
