![]() similar effect you get if you use
settradedelays(1,1,1,1). I am used to Ref(Buy,-1) and I leave
setttradedelays(0,0,0,0) because I can directly put this signal in the
chart and shows me where it is at. There is nothing mysterious about it. It just
shifts signals 1 bar forward. Yesterdays signal will be executed on todays bar.
Ofcourse you will get a different result in the backtest because your signals
are delayed by 1 bar. You can choose not to use it but then you will have to use
settradedelays(1,1,1,1). If implemented properly this should give the same
result. You need to use one or the other because when you use the close price to
define your signal you will only be able to enter at the open of the next
bar.
Ed
Does that mean that the Portfolio backtester passes up the stock if
there is no room to purchase. Conversly if you remove Ref(Buy,-1), is
the stock purchased when the portfolio allows this. Ref(Buy,-1) seems
to
impact the performance of the portfolio backtest. To tell you the
truth this
is the 1st piece of code I've seen this used.
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