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[amibroker] Re: Backtesting Within Defined Historical Dates


  • Date: Tue, 29 Dec 2009 08:02:24 -0000
  • From: "jollypolly999" <jollypolly999@xxxxxxxxx>
  • Subject: [amibroker] Re: Backtesting Within Defined Historical Dates

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 Hi,
 
 It's not that surprising that you would not get any signals. Your
 buy/sell criteria are very rigid. The Cross of the MACD would have to
 happen on exactly the dates that you specified, else your criteria would
 not be met. Also, I can't tell whether you've used a zero or the letter
 'O' for the second argument to Cross. On my test symbol, using zero I
 get signals, using the letter 'O' (i.e. Open) I do not.
 
Thanks again Mike,

The date ranges are to run a backtest within,  not to open and close trades. So within the specified dates,  any buy/sell signal will be traded. The code will only need to define the backtest range and over-ride the backtester settings. Not to open and close trades. 

Yes the O and 0 were typographical errors for that post.  Sorry.


 To help with debugging, use the following code. If you do not see a
 vertical green bar line up over top of a green square along the base,
 then your buy signal did not occur on a valid buy date. Likewise for
 selling, if a vertical red bar does not line up over top of a red
 square, then your sell signal did not line up over a valid sell date.
 
Mike
 
 



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