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Re: [amibroker] Question - Formula control of Commissions



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Trading Reference Links

Hello,

No, currently there is no way to turn off H-L range checking.
But I may add such option in the future if you wish.

Commissions right now are settable only from the settings,
but SetOption function will get this functionality soon too.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "b519b" <b519b@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, September 16, 2003 3:32 PM
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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Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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