[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] buy/sell foreign symbol in AA



PureBytes Links

Trading Reference Links




<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, > > > > > > > 
  __________________________________> Do you Yahoo!?> Yahoo! 
  SiteBuilder - Free web site building tool. Try it!> <A 
  href="">http://webhosting.yahoo.com/ps/sb/Send 
  BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  
  
  Yahoo! Groups Links
  
    To visit your group on the web, go to:<A 
    href="">http://groups.yahoo.com/group/amibroker/  

    To unsubscribe from this group, send an email to:<A 
    href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx  

    Your use of Yahoo! Groups is subject to the <A 
    href="">Yahoo! Terms of Service. 
  


Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html





Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/ 
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx 
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.