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Backtesting

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  #1  
Old 12th December 2011, 09:53 AM
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Question Backtesting

I want to give buy and sell values for backtesting and not short and cover values which i am not using in my code. Is it possible to do backtesting without short and cover values?


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Old 12th December 2011, 05:55 PM
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Default Re: Backtesting

I'm not completely sure if I've understood what you're looking for. But if you are using Amibroker, and are trying to Backtest a system which has 'Buy' and 'Sell' signals, but not 'Short' and 'Cover' signals, and are receiving an error when you try to test it, then -

1. Go to the Automatic Analysis window (Analysis Menu -> !Automatic Analysis).
2. Click on Settings
3. Under the 'General' Tab, in the drop down menu next to 'Positions:' select 'Long Only' instead of 'Long and Short' that might be appearing there.

That should allow you to test systems without short and cover signals in them.

Hope this helps.
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Old 13th December 2011, 03:43 AM
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Default Re: Backtesting

Or in your code simply add

Short = 0;
Cover = 0;

Then you can leave the AA settings to 'Long and Short'

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