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Re: [amibroker] Re: The top10 ROC(C,1)



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Hello,

Yes there will be such an option in next release (4.44), OK?
It will be available via SetOption("NoPriceCheck") or something along these lines.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Dave Merrill" <dmerrill@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, October 07, 2003 2:23 PM
Subject: RE: [amibroker] Re: The top10 ROC(C,1)


> 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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