[LeeDanello]

I think you’re right. Anything that turns blue in the code is an inbuilt identifier or array that AMIBROKER recognises.

[LeeDanello]

BuyPrice holds the variable LEPrice and is used in plotting the entry price on the chart while PriceAtBuy is used in the looping code to check to see if you’re in the trade.

ie

Code:

if(PriceAtBuy > 0 )
{
if( LBIT[j] > 1 AND (LEx[j] OR OnSecondLastBarOfDelistedSecurity[j]))
{
Sell[j] = True;
SellPrice[j] = LExPrice[j];
PriceAtBuy = 0;
}
}

PlotShapes(shapeHollowSmallSquare*Buy,TextColour,0,BuyPrice,0); //plots a small hollow square right at the buy price

[LeeDanello]

Found this

[LeeDanello]

I doubt people in developing countries could afford to trade in Bitcoins.

[LeeDanello]

Sounds very suspect. Seems like it was set up to aid in illegal transactions

[LeeDanello]

What the hell is a Bitcoin?

[LeeDanello]

Momentum Rotation 60 Day ROC System

[LeeDanello]

Ah so you do need them. Maybe they are the two functions which actually look into the future so the system doesn’t take the delisted trade.

[LeeDanello]

Scott, I didn’t do that. Are you saying with the NDU you don’t need those two functions?
I then checked with those 2 functions deleted from my code and still got the future quotes warning.
I’m using version 6.20.1

[LeeDanello]

I get the same message as your client does on my systems

“It seems that the formula references FUTURE quotes.
If you backtest this system you may receive outstanding results
that CAN NOT be reproduced in real trading.

3076 data bars used during this check. Total execution time: 0.01265934 sec.
Approximately 2776 past and ALL future quotes are needed to calculate the formula properly”

My systems don’t look into the future. I think it may have something to do with the looping code and the following code line
SetTradeDelays(0,0,0,0);
Craig uses the ref,-1 function to check that signals have occurred in the past.

[LeeDanello]

Rob Giles wrote:

Hi Nick
Have these guys released robust systems in the past? How does one get an idea on whether or not they’ve been over-optimized?

For 10 bucks you can buy the following book for some ideas. There are also a few videos you get access to from within the book. The ideas in the book backs up a lot of stuff that Nick teaches. He presents the rules for a mean reversion and Rotation system which are pretty basic but confirmed my thoughts I had about these systems and that was they’re all variants of a simple idea. Nothing too scientific about it but it’s a good primer.

[LeeDanello]

Rob Giles wrote:

Hi Nick
Have these guys released robust systems in the past? How does one get an idea on whether or not they’ve been over-optimized?

50 bucks!

[LeeDanello]

Are you guys talking about this?
A reader asked: “In reviewing your various posts on momentum-based trading, I noticed that many impose a one-month delay between momentum calculation and actual trade implementation.

Why the Skip-period in Momentum Strategies?

[LeeDanello]

Bendigo Bank has gone up.

[LeeDanello]

How much does this one cost?

[Author]

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