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Backtesting a system with centered SMAs - little update
Rank: Newbie
Groups: Registered, Registered Users
Joined: 3/21/2009(UTC)
Posts: 3
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Hello,
I would like to backtest a simple Moving-Average-system manually, klicking one bar / one day forward through the chart history. The SMAs should be centered.
My concern is:
Example: I have a 20-day SMA, I center it, so it plots 10 bars to the left (in Metastock : "Horizontal shift -10 " )
Is it possible, in the middle of the chart, to eliminate the next 10 SMA-computations of the centered MA?
This way I would have a centered SMA, only computed from the last price data, while plotted 10 bars to the left, without the look on the next 10 SMA-computations - which would mean looking in the future while backtesting manually.
This procedure should update with every click forward in the chart.
Is something like this possible in Metastock ?
best regards
Mr.Bungle
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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It is impossible to trade on the last bar if using a forward referenced indicator such as the centred MA as the indicator is undefined at the time; this also makes it impossible to obtain reliable backtesting results.
There has been plenty posted on centred MAs on the forum. The little search box in the top-right corner will assist you.
Hope this helps.
wabbit [:D]
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Backtesting a system with centered SMAs - little update
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