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look forward testing - ref(c,1) ?

Last post 06-24-2009, 14:24 by manatrader. 2 replies.
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  •  06-24-2009, 1:30 29980

    look forward testing - ref(c,1) ?

    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
    :)

  •  06-24-2009, 2:16 29982 in reply to 29980

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

    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.


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  •  06-24-2009, 14:24 29986 in reply to 29982

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

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