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Is this suitable? I think I understood your query, else I am sure another
will do better than I. :)
BuyPrice = CoverPrice = Open;
slippage = iif(buyprice<10, 0.02, 0.01) ;// 0.01 = 1%, and 2% if price
<$10
BuySlip = Open*(1+slippage) ;
BuyPrice = CoverPrice = iif( BuySlip>H, H, BuySlip );
For the open == high
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: b519b [mailto:b519b@xxxxxxxxx]
Sent: Tuesday, 16 September 2003 9:32 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Question - Formula control of Commissions
Is there a way to change the commission within an AFL formula, or
must it be changed on the settings screen?
Or is there a way to turn off AB's range check for its BuyPrice,
SellPrice, Shortprice, Coverprice arrays?
I have looked over the documentation but can not find an answer.
The following works some of the time. It does not work if price ends
up outside the high-low range for the day. AB's documentation says
AB checks for this and forces the price arrays to be within the high- low
range.
slippage = 0.01 ;// 0.01 = 1%,
BuyPrice = CoverPrice = Open *(1+ slippage);
SellPrice = ShortPrice = Open *(1- slippage);
This works if the Open is not the high or low for the day. But if
the Open is the high or low, then the buy/sell prices are brought
back within the high-low range and the trade executes without
slippage (would be nice in the real world).
So to be sure to each trade takes slippage into account, I have to
include it in the "commission" percent on the settings screen. That
create a potential problem, because I use different slippage
assumptions for AFL formulas for low priced stocks than for high
priced. It is too easy for me to forget to go to the settings page
and change the commission when I load a different AFL formula. That
brings back the original questions:
Is there an AFL command to change the commission? Or do I always
have to click to the settings page to change this?
Or is there a way to turn off AB's range check for its BuyPrice,
SellPrice, Shortprice, Coverprice arrays?
Thanks in advance.
b
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