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[amibroker] Future Data in Backtesting


  • Date: Mon, 07 Dec 2009 14:45:32 -0000
  • From: "steveh_131" <steve.purdue@xxxxxxxxx>
  • Subject: [amibroker] Future Data in Backtesting

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Hello,

I'm fairly new to this group and to AmiBroker, so I apologize if this question doesn't make much sense to you guys.

I've designed a system with a custom zig-zag line.  The tops and bottoms of this zig-zag are are set up so that they can change with time based on various factors.  The charts work fine and the buy/sell signals also work fine.

Where I seem to encounter problems is with the back-testing.  In order for this system to work properly, it needs to be walked through one day at a time, discounting all future data (because the future data will alter the zig-zag and not show the signals from the perspective of each day).  For example, the system may show a sell signal today because the zig-zag has peaked.  But then when more data is added, the peak moves to the next day and that sell signal disappears, but should be taken into account by AmiBroker because I would have sold on that day.

I don't know how to explain this well, so let me know if this makes sense and if you know a way to get AmiBroker to do this for me.

I appreciate any help or input you can offer.

Steve



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