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Paolo,
for example:
if on short position
ref(low,-1)==100
and open of the day==110
min ( ref(low,-1) , open== 100
but if the low of the day is 105
you can short only at 105 and not 100
stephane
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----- Original Message -----
<DIV
>From:
Paolo
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, May 01, 2004 4:49
PM
Subject: [amibroker] Entry Price
Problem
Here is the code, amended with Al Venosa's
help:BuyStop=Ref(H,-1);
SellStop=Ref(L,-1);BuyPrice=Max(BuyStop,O);CoverPrice=Max(BuyStop,O);ShortPrice=Min(SellStop,O);SellPrice=Min(SellStop,O);PositionSize=4000;Buy=Cross(Ref(PDI(14),-1),Ref(MDI(14),-1));Short=Cross(Ref(MDI(14),-1),Ref(PDI(14),-1));Sell=Short;Cover=Buy;The
Backtester enters the trade half the time on the previous day's high or
low as planned, the rest of the time on the CURRENT day's high or low
instead. No gaps are involved. Can anyone tell me what I'm doing
wrong?PaoloSend BUG REPORTS to
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