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Tomasz,
Thank you for the rapid response.
I have 3.7, and I agree, your example works. However, if you use
extrememely tight stop loss & limits (.01% for instance), it will
never sell on the same day. Always the day after, even if I have
settings set to Sell price = Close and Sell delay = 0.
Also, with some further looking, it appears that if the opening gaps
below a stop or above a limit level, AB uses the low for that day as
the fill for a limit, and the high for that day as the fill for the
stop loss. Settings are set to use "Open". Shouldn't it use the
open? Again, just saw this a few times last night, so I don't know if
it is always true.
Dwight
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Hello,
>
> Currently AmiBroker CAN exit the position on the same
> day as it is entered. (You need AmiBroker 3.70 or higher for this)
>
> You can check it out by yourself using the following formula:
>
> buy = ...any formula you like...
>
> sell = buy; // sell on the same bar
>
>
> (The same applies to short positions)
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> ----- Original Message -----
> From: <djsiewert@xxxx>
> To: <amibroker@xxxx>
> Sent: 24 October, 2001 05:07
> Subject: [amibroker] Same day enter/exit
>
>
> It seems to me I saw a posting of this before, but went back
through
> the messages and didn't see an obvious title:
> currently in backtesting, AB will not exit a position the same day
> it is entered. Is there a way to force this to happen? If not, is
> it something to be fixed in future versions?
> As this is my first post, I'd like to join all those in expressing
> how pleased an amazed I am at the quality and features of Amibroker.
>
> doslearn
>
>
>
>
>
> Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
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