|
PureBytes Links
Trading Reference Links
|
You should be able reject those trades by using a "look
ahead" feature. Here is some pseudo code to give the idea.
Leave delays = 1; (ie buy or sell tomorrow based on today's
signal).
yourprice = ...whatever...;
donotbuy = yourprice < Ref(low,1) or yourprice >
Ref(high,1);// using 1 (not -1) will look ahead one day.
buy = ...whatever... AND ! donotbuy;
--- cnh4_2000 <cnh4@xxxxxxxxx> wrote:
> 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!
> > http://webhosting.yahoo.com/ps/sb/
>
>
__________________________________
Do you Yahoo!?
Yahoo! SiteBuilder - Free web site building tool. Try it!
http://webhosting.yahoo.com/ps/sb/
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 Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
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:
http://docs.yahoo.com/info/terms/
|