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I agree, I'm just curious because everytime I make a
seemingly subtle change, I often get huge variations
in what my end result is. Sometimes I feel like I'm
testing for bugs in the actual backtesting software,
because the code is so damn similar. The only thing I
can think of to confirm my systems viability is to
have someone code it in executable form and trade it.
I think as long as I don't reference future quotes, I
should be fine.
Eric
--- mymail <grpmail@xxxxxxxxxxxxxxxx> wrote:
> I have found this as well, but realized that many of
> these strategies would
> not work in the real world, as they take into
> account things like OPEN HIGH
> LOW and CLOSE for the day, which may not be known to
> us humans until the
> next day.
>
> Just my thoughts
> Tom
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf
> Of eric paradis
> Sent: Wednesday, August 10, 2005 4:01 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Backtesting and tradedelays
>
>
> I notice when backtesting that my code is much more
> profitable with a trade delay of zero (0,0,0,0). If
> I
> were able to automate the system, would it be
> reasonable to assume that the trade delay of zero
> results would hold up in the real world?
>
> Thanks
>
> Eric
>
>
>
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