Backtesting

Discussion in 'AmiBroker' started by ashok.iy, Dec 12, 2011.

  1. ashok.iy

    ashok.iy New Member

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    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?
     
  2. tradesmyth

    tradesmyth New Member

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    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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  3. detwo

    detwo Banned

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    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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