Re: [amibroker] 4 weeks candles/backtesting

 

We are all headed at the same way.

If the weekly period is available to be chosen and a weekly bar has a Monday to Friday period, what seams to be the problem?

Is there still a problem?

It appears to me that everything is ok now.


2016-03-29 15:15 GMT-03:00 portfoliobuilder99@gmail.com [amibroker] <amibroker@yahoogroups.com>:
 

Marcin I understand and am trying to be helpful.

If you compre a 22 day ROC with a 4 week ROC with a 1 Month ROC, and make the comparison at the end/start of the month, those measures should be very close.

If your strategy fails because the 4 week data is slightly different than the 1 month data, you should consider how robust (and not overly curve fit) your strategy is.

Best of luck,

Larry P

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Posted by: =?UTF-8?Q?Jo=C3=A3o_Fl=C3=A1vio_Machado_Derzi?= <joaoderzi@gmail.com>
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