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<SPAN
class=747004920-01022004>Buy = Buy AND (BuyPrice
< H) and (BuyPrice > L);
<SPAN
class=747004920-01022004><SPAN
class=747004920-01022004>Short = <SPAN
class=747004920-01022004>Short
AND (<SPAN
class=747004920-01022004><SPAN
class=747004920-01022004>ShortPrice < H) and (<SPAN
class=747004920-01022004><SPAN
class=747004920-01022004>ShortPrice >
L);
<SPAN
class=747004920-01022004><SPAN
class=747004920-01022004>
<SPAN
class=747004920-01022004><SPAN
class=747004920-01022004>Dave
<BLOCKQUOTE
>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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