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[amibroker] Re: Back test questions


  • Date: Mon, 21 Dec 2009 15:39:50 -0000
  • From: "peter843" <yahoogroups@xxxxxxxxxxxx>
  • Subject: [amibroker] Re: Back test questions

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Hi Howard,

Here is some sample code that has the issues I discussed.

-------
RSISignal = RSI(4) < 30 ;

PositionSize = -10; // invest 10% of portfolio equity in single trade

Buy = RSISignal ;
Sell = Close ;
-------

--- In amibroker@xxxxxxxxxxxxxxx, Howard B <howardbandy@xxx> wrote:
>
> Hi Peter --
> 
> To be sure we are all looking at the same situation, post the code you have
> a question about.
> 
> A common reason trades last longer than might be expected is that the Buy
> condition reoccurs during the trade.
> 
> Thanks,
> Howard
> 
> 
> On Sat, Dec 19, 2009 at 1:31 PM, peter843 <yahoogroups@xxx> wrote:
> 
> >
> >
> > 1. My intention is to buy on the close when I get a signal and exit on the
> > close of the next day. I'm using EOD data. In AA Trades settings I have
> > prices set to close and delays set to 0. In my code I have "Sell = Close ;"
> >
> > When looking at the trade list the majority of trades last 2 bars as
> > expected. But some last much longer. How do I get them all to last 2 days?
> >
> > 2. When looking at the Trade column of the trades list I see descriptions I
> > don't understand like "Long (trail)", "Long (profit"), "Long (n-bar)",
> > "Long(max loss)", "Long(nn)". In the Stops tab of settings everything is
> > disabled so I don't understand where all these are coming from.
> >
> >  
> >
>




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