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Thanks for your quick respond. However, when this option set to false
(SetOption("PriceBoundChecking",False)), amibroker will always
execute your trade at your "buyprice" or "shortprice" even if it
falls outside the day's range(by default it seems to adjust your
trade price to the H or L if it falls outside the day's range).
So this actually makes the problem worse. What I would like
amibroker's backtester to do is to NOT TRADE at all if my "buyprice"
or "shortprice" falls outside the day's range(which what would
realistically happen). Comments/Advise ????
Chris
--- In amibroker@xxxxxxxxxxxxxxx, b <b519b@xxxx> wrote:
> Yes.
>
> See "SetOption" in the documentation. One of the options to
> be set will turn off the range checking.
>
> b
>
> --- cnh4_2000 <cnh4@xxxx> wrote:
> > 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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