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I think your backtest needs to complete a bar with what you have specified in order for your formula to give an indication. In otherwords it indicates on the next closing bar. You may need to look at intraday data to achieve what your after. These are just some of the funny quirks that mathematical logic does not do what you invisage.
Otherwise it may be an option in the system tester. As you go through to execute a backtest there is a more tab. Under there you will find that you can 'delay order open' by a set number of days. Best check that.
Lee.
To: equismetastock@xxxxxxxxxxxxxxx
From: jawjahtek@xxxxxxxxx
Date: Fri, 27 Jun 2008 00:15:09 +0000
Subject: [EquisMetaStock Group] System Tester question
Hi folks,
I remember seeing discussions on entering and exiting a trade on the
same bar, but I cannot find the answer to my question.
My (simple) system:
Enter Long on OPEN (using the Trade Execution option in the System
Tester with "Buy Price" set for "OPEN") when ref(C,-1) > ref(C,-2)
Exit Long on CLOSE (using the Trade Execution option in the System
Tester with "Sell Price" set for "CLOSE") when C = C
I thought this would tell the System Tester to Enter Long on the
Opening Price of a daily bar, then Exit Long on the Closing Price of
the same daily bar. Instead, the System Tester is exiting the Close
of the Next daily bar.
My question:
Can I make the System Tester Enter Long on OPEN and Exit Long on
CLOSE of the same daily bar?
Ross
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