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My "buyprice" and "shortprice" during backtesting is calculating as a
factor of the close, high, & low, of the signal day (I use a 1-day
delay). What I am noticing is that if my buyprice falls outside the
range for that day, the backtester automatically buys at the low for
that day(even though the buyprice calculated by my formula was too
low). Contraversely, if my shortprice falls outside the range for
that day, the backtester automatically shorts at the high for that day
(even though the shortprice calculated by my formula was too high).
This leads to inflated profits, since I am entered in trades(at
perfect entry points) and profits for trades I should have missed.
Is there a way I can tell backtester NOT to enter the trade if my
buyprice or shortprice falls outside the range for that day?
PS. I am using version Amibroker 4.50
Thanks
Chris,
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