Help with backtesting strategy

[nurettin]

Hi

Say I want to backtest against

Values:    141 142 141 142 143
Indicator: 0     0     0     0     1

I see that my indicator rised, so let's assume this is a buy signal.
Future values are: 144, 145, 141

So how do you backtest against this?
I assume that in real world there's a delay between buy order and actual buy.
How do you account for this in backtesting?

Do you put a random delay before you buy?
Do you average next N values and see if there is profit?

Thanks

[TKeenan]

Hi

Say I want to backtest against

Values:    141 142 141 142 143
Indicator: 0     0     0     0     1

I see that my indicator rised, so let's assume this is a buy signal.
Future values are: 144, 145, 141

So how do you backtest against this?
I assume that in real world there's a delay between buy order and actual buy.
How do you account for this in backtesting?

Do you put a random delay before you buy?
Do you average next N values and see if there is profit?

Thanks

What kind of scheme are you building - that is weird

[nurettin]

Hi

Say I want to backtest against

Values:    141 142 141 142 143
Indicator: 0     0     0     0     1

I see that my indicator rised, so let's assume this is a buy signal.
Future values are: 144, 145, 141

So how do you backtest against this?
I assume that in real world there's a delay between buy order and actual buy.
How do you account for this in backtesting?

Do you put a random delay before you buy?
Do you average next N values and see if there is profit?

Thanks

What kind of scheme are you building - that is weird

Not sure what you're asking. Are you saying backtesting is weird?