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Is there any way to incorporate Commissions in the back tester based
on the length of time a position is held? Some mutual funds I trade
have a minimum holding period.
For example how could the following code be modified:
BUY = ...my Buy signal;
sellCond1 = BarsSince(Buy) > 21; // Minimum 21 day holding period
sellCond2 = ...my stop loss condition;
Sell = (...my Sell Condition AND sellCond1) OR
sellCond2;
SellPrice = iif(sellCond1,Close,Close-Close * 0.075);//This doesn't
work
SellPrice doesn't work because mutual funds have no OHL prices and
AmiBroker fills these arrays with the Close--- O=H=L=C---, so the
backtester adjusts SellPrice to the close.
Any hints appreciated.
dale b
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