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perfect!! thanks
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> Buy = Buy AND (BuyPrice < H) and (BuyPrice > L);
> Short = Short AND (ShortPrice < H) and (ShortPrice > L);
>
> Dave
> 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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>
>
>
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