Cobi,
You have a problem in that details tell you nothing about the price OR
your signal at 3:45 since you only have daily data. To "know" what you
want to know, you will have to get at least 15 minute data and test with
that (or change all your closing prices to 3:45 prices). The problem
here is finding that data for more than a couple of years.
--
Terry
-----Original Message-----
From: [email protected] [mailto:[EMAIL PROTECTED] On
Behalf Of petler1
Sent: Friday, September 29, 2006 15:20
To: [email protected]
Subject: [amibroker] Actaully trading a system
Hi all,
I coded a system that uses end of day quotes.
Now I want to trade this system.
I tried to run the backtest with detailed log and simply do what the
system does in backtesting.
Problem is I do my trade 15-30 mins before end of day and actual end
of day price is different.
Therefore I may buy a stock based on the system run on 16:00, but when
run on EOD the system would not buy the stock and therefore would
never sell it later.
The only solution I have is explore the system with filter and so all
the "protfolio" work (like number of shares to buy) manually.
Is there a better way to coordinate a system and the actual trades I
am doing?
Thanks a lot,
Cobi
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