Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 3/30/2009(UTC)
Posts: 46
Location: Hawaii, US
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Is it possible to do a system test that uses forward looking criteria, to look for commonalities in days with larger gains and losses? Something like
long entry:
c<ref(c,1)*1.05
(and c<> various moving averages etc)
Tried it but got goose eggs..
thanks
:)
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Rank: Advanced Member
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Joined: 10/28/2004(UTC)
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Location: Perth, Western Australia
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Again, the Users Manual discusses the Ref() function: using a negative value will look into the data history and using a positive value will look into the future data.
Of course, looking into the future cannot be traded in real life, and its use in a system test should only be to do some sort of hindsight based statistical or other analysis. Use with caution.
wabbit [:D]
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 3/30/2009(UTC)
Posts: 46
Location: Hawaii, US
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Oops, there was another error causing my non-results; thanks for the help!
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