I have a rather complicated formula that examines the price action of the past 50-100 bars and decides if I can buy/sell on the last bar (barcount-1). One reason I work always on the last bar is to protect me from looking into the future.
My problem is that I cannot backtest this the regular way.
For example if I try to backtest the following, it will not examine all historical bars and signals. It will only examine the last bar. In the analysis window I do specify "All quotes" for the Range.
Buy=False;
Sell=False;
if( C[BarCount-1] > O[BarCount - 1] )
{
Buy[BarCount-1] = True;
}
if( C[BarCount-1] < O[BarCount - 1] )
{
Sell[BarCount-1]= True;
}
I might be able to get around this if I could traverse the history of bars and apply the algorithm like this:
for( virtualbarcount = 50; virtualbarcount <= BarCount; virtualbarcount ++ )
{
run the algorithm considering the array ends at (virtualbarcount - 1)
}
My problem is that I cannot backtest this the regular way.
For example if I try to backtest the following, it will not examine all historical bars and signals. It will only examine the last bar. In the analysis window I do specify "All quotes" for the Range.
Buy=False;
Sell=False;
if( C[BarCount-1] > O[BarCount - 1] )
{
Buy[BarCount-1] = True;
}
if( C[BarCount-1] < O[BarCount - 1] )
{
Sell[BarCount-1]= True;
}
I might be able to get around this if I could traverse the history of bars and apply the algorithm like this:
for( virtualbarcount = 50; virtualbarcount <= BarCount; virtualbarcount ++ )
{
run the algorithm considering the array ends at (virtualbarcount - 1)
}
__._,_.___
Posted by: "B. Pitatzidis" <bobptz@gmail.com>
| Reply via web post | • | Reply to sender | • | Reply to group | • | Start a New Topic | • | Messages in this topic (1) |
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
.
__,_._,___
EmoticonEmoticon