Yes. My system buys/sells at open since I still
have a day job. The results have been very close to those of
backtest.
I think it contribute to two factors: I use IB
which in most cases can get you the exact open prices; my system limits the
shares to buy to 1% of 50 period EMA of volume.
Are you sure you haven't "look into the future" with
one of your statements
e.g. buy on open with the price of low being
known
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of
intermilan04Sent: Tuesday, 15 August 2006 4:31 PMTo:
amibroker@yahoogroups.comSubject: [a
Hi intermilan04,
This is, of course, not a one-size-fits-all situation. It is one of
the reasons a particular system designed to buy or sell *anywhere*
will produce somewhat varied results with varied instruments.
Liquidity varies from symbol to symbol and market to market. Make a
note of that.
