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Hello All! I've now been using AmiBroker for about 3 weeks.
I've noticed a few quirks which I cannot quite get to the bottom of.
I have my indicator built and this works fine. I do not trade
intraday, and download data each morning using Yahoo historical
quotes. I then run backtester to figure out which trades to make.
Sometimes after I run backtester I see new trades for the same day
which were not previously present. I've noticed that most of these
trades (but not all) are the result of a gap up in price on the day
in question. For example, yesterday morning my indicator generated a
buy signal on VCLK as well as some others based on 4/22 EOD data.
This morning I downloaded EOD data for 4/23 and noticed a new trade
for MCRL which was not present yesterday morning. How would I
eliminate this trade from my backtest results?
My second question is that my formula determines the # of shares to
buy based on 25% split of my portfolio. Since I included this in the
formula, it no longer will account for margin when determining the #
of shares to buy.
Can anyone help?
Thanks for your time!
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