Re: [amibroker] Backtesting and TimeFrameExpand(xxx,inWeekly, expandFirst);

[Tomasz Janeczko]

Hello,   Please read carefully what is written in the User's Guide http://www.amibroker.com/guide/h_timeframe.html along with TimeFrameExpand, quote:   TimeFrameExpand( array, interval, mode = expandLast ) - expands time-compressed array from 'interval' time frame to base time frame ('interval' must match the value used in TimeFrameCompress or TimeFrameSet) Available modes: expandLast - the compressed value is expanded starting from last bar within given period (so for example weekly close/high/low is available on Friday's bar) expandFirst - the compressed value is expanded starting from first bar within given period (so for example weekly open is available from Monday's bar) expandPoint - the resulting array gets not empty values only for the last bar within given period (all remaining bars are Null (empty)). Caveat: expandFirst used on price different than open may look into the future. For example if you create weekly HIGH series, expanding it to daily interval using expandFirst will enable you to know on MONDAY what was the high for entire week.   Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: roarke555 To: amibroker@yahoogroups.com Sent: Wednesday, April 19, 2006 9:04 AM Subject: [amibroker] Backtesting and TimeFrameExpand(xxx,inWeekly, expandFirst); Hi all, First, thanks for AB.. Its really good appliacations and I'm spending a lot of time with it. Anyway, looks like I found some backtesting bug.. I was really suprised with results from my new system, but later I found that backtesting is cheating probably.. Im using weekly timeframe to compute MACD and then expanding it to daily and I wanted use expandFirst.. So I'm getting signals after monday.. I know, that if week will continue in wrong direction,then signal disappear.. Its ok, but when I use backtesting, it probably use values for whole next week and use signal from monday (ie first day of this week).. So backtesting works with whole week,but buying at monday and this is why I getting so good results (85% wiinners, 250% annual return¨) Could somebody confirm this and help me to get real results ? Or its bug (feature) in the AB ?:) thank you very much.. Roarke Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html YAHOO! GROUPS LINKS  Visit your group "amibroker" on the web.    To unsubscribe from this group, send an email to:  [EMAIL PROTECTED]    Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.