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Re: [amibroker] My backtest is bypassing trades. Any idea why?



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Hi Bob,

Hope TJ solved your problem. Now I have two questions to you. Where do you
get your forex quotes from? Is your crossover "system"giving the results you
want?

Best regards and profits,

Herbert
----- Original Message ----- 
From: "bobnat.rm" <bobnat@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, December 29, 2003 7:34 PM
Subject: [amibroker] My backtest is bypassing trades. Any idea why?


> Hi all,
>
> I'm very new to AB and I'm slowly working out the backtesting
> system.  I've been running very simple tests such as the one below
> in order to get a grasp on things.
>
>
> Fast = EMA( Close, 10 );
> Slow = EMA( Close, 20 );
> Slower = EMA( Close, 40 );
>
> Short = Cross (Slow, Close) AND Cross (Fast, Close) AND Cross
> (Slower, Close);
> Cover = Cross (Close, Slower);
>
>
> I run this (and a similar one for buys) and when I have the Actual
> Trade Arrows appear on say the GBP/USD Forex chart, I see that
> trades have been missed.  It'll go short at the appropriate close,
> then exit at the first appropriate close.  But then, it'll bypass
> trades that qualify for a new short entry.  Even the Raw Arrows do
> the same thing.
>
> Am I missing something fundamental here, such as some sort of reset
> for the entry parameter?
>
> Any input will be greatly appreciated.
>
> Thanks,
>
> Bob
>
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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>



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Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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