MetaStock

Re: look forward testing - ref(c,1) ?

manatrader — Wed, 24 Jun 2009 20:24:35 GMT

Oops, there was another error causing my non-results; thanks for the help!

Re: look forward testing - ref(c,1) ?

wabbit — Wed, 24 Jun 2009 08:16:51 GMT

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

look forward testing - ref(c,1) ?

manatrader — Wed, 24 Jun 2009 07:30:29 GMT

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
:)