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thanks for this explanation tomasz, it's very important. I hadn't run into
this issue myself, yet, but as you can guess from my question about one-time
backtester code, I'm heading towards calling Equity on indexes, but I guess
I'll need to hold off on that.
maybe in the future, this price checking could be disabled by an optional
parameter to the Equity function?
dave
> Oh yes... there is another problem indeed.
> Equity is the backtester-in-a-box and as described in
> Tutorial: How to backtest your trading system:
>
> "Please note that AmiBroker presets buyprice, sellprice,
> shortprice and coverprice array variables with the values defined
> in system
> test settings window (shown below), so you can but don't need to
> define them in your formula. If you don't define them AmiBroker
> works as in the old versions.
> During back-testing AmiBroker will check if the values you
> assigned to buyprice, sellprice, shortprice, coverprice fit into high-low
> range of given bar. If not, AmiBroker will adjust it to high
> price (if price array value is higher than high) or to the low price
> (if price array value is lower than low)"
>
> This works with 'current' symbol even if you used SetForeign().
> So effectivelly you are not able to use Equity with SetForeign
> function as of now,
> because it will force adjusting prices to High-Low range of
> current symbol anyway.
>
> Someone asked before to have ability to turn this checking and
> adjustment off and once this is available
> you will be able to do what you wanted. Right now you can't.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
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