RE: [amibroker] Backtesting and tradedelays

["mymail" <grpmail@xxxxxxxxxxxxxxxx>]

I have found this as well, but realized that many of these strategies would not work in the real world, as they take into account things like OPEN HIGH LOW and CLOSE for the day, which may not be known to us humans until the next day.

 

Just my thoughts

Tom

 

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of eric paradis
Sent: Wednesday, August 10, 2005 4:01 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Backtesting and tradedelays

I notice when backtesting that my code is 
much more
profitable with a trade delay of zero (0,0,0,0). If I
were able 
to automate the system, would it be
reasonable to assume that the trade delay 
of zero
results would hold up in the real world?

Thanks

Eric 


            
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