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Yuki,
Please go to Symbol->Information and
enter TICK SIZE for particular symbol.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Yuki Taga" <yukitaga@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, March 03, 2003 10:07 AM
Subject: [amibroker] rounding the buyprice
> All:
>
> I need to refine my code so that correct buy and sell prices are
> being reported in the back tests. The problem I'm having is that the
> yen is indivisible, but the back tester wants to split it when it
> reports prices and calculates profits.
>
> Let's say my BStopLevel = ref(C,-1) + (ref(H - L, -1) * 1.01)
>
> This is almost always (probably always, actually) going to be a
> fractional yen value. On a multiple security back test, my task is
> to force the back tester to buy at the next greater tick level,
> rather than the fractional value. Exits are on the open, so that is
> never a problem.
>
> Compounding this, is that fact that tick increments in Tokyo vary
> depending on issue price. In the portfolio I want to back test, I
> have several issues that have tick increments of a single yen. But
> one of those can reach levels where the tick increment jumps to 5 or
> even 10 yen. Others in the portfolio have tick increments of 1,000
> yen, or 100 yen.
>
> I would like precision in my back testing, and I'm not getting it.
> It is my own fault, I'm sure, for not knowing the code any better.
> Can anyone help?
>
> Yuki ^_^
>
> mailto:yukitaga@xxxxxxxxxxxxx
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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