Uncategories [amibroker] Strange results with crossovers

[amibroker] Strange results with crossovers

Coolman 01.08
 

I test 3 overbought/oversold indicators: RSI, IFT, MIFT. Each indicator
tested alone in 3 simple systems with no other indicator and minimum
possible code, simple n-bar exit. Buy signals are crossovers.

IFT: Inverse Fisher Transform (Ehlers)
MIFT: Modified Inverse Fisher Transform (Ehlers)

Cross statements are:

rsiBuyOK = Cross( RSI(14), 30 ) ;
iftBuyOK = Cross( ift, -0.5 ) ;
miftBuyOK = Cross( mift, -0.5 ) ;

For RSI, all following match each other: chart, interpretation,
portfolio backtest, trade arrows, exploration, scan.

Same comment for IFT.

For MIFT, all following match each other:

(a) Chart, interpretation
(b) Portfolio backtest, trade arrows, exploration, scan.

(a) and (b) usually don't match.

(Of course, RSI != IFT != MIFT. That's OK :-) )

Question: why UI results not match backtester results for MIFT?

Please to suggest more troubleshooting tests for MIFT crossovers

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Posted by: Sab Nys <SabNys@yahoo.com>
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