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Greetings Glen,
WRT looking into the future.
Say there exists a day that opened at the High, and closed at the Low (common
enough). Further, you are using Random() modified prices for both Buy and
Sell.
Then on a single bar trade, you might end up with BuyPrice=L+smallValue and
SellPrice=L+largerValue. Which would mean you open a long position, by
buying in the afternoon, after you closed the position in the morning.
Gee, I *wish* I could do that!!
- --
Nigel
On Sat, 6 Mar 2004 14:51, Glenn wrote:
> Thanks Nigel,
>
> ...about looking into the future, how would that be using:
>
> BuyPrice = L + (H-L)*Random();
>
> Cheers Glenn
>
> --- In amibroker@xxxxxxxxxxxxxxx, Nigel Rowe <rho@xxxx> wrote:
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> >
> > Greetings Glen,
> > try....
> >
> > BuyPrice = L + (H-L)*Random();
> >
> > But watch out you don't end up looking into the future!
> >
> > - --
> > Nigel
> >
> > On Sat, 6 Mar 2004 06:13, Glenn wrote:
> > > Hi,
> > >
> > > I would like to backtest using a random price between the High
>
> and
>
> > > the Low price instead of my normal Open price.
> > >
> > > How can you do this please?
> > >
> > > Cheers Glenn
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