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Hello,
No need to perform rounding. Just use
TickSize = 0.5;
http://www.amibroker.com/guide/h_backtest.html
Quote from manual:
"
Tick size
This setting controls the minimum price move of given symbol. You can define it on global and per-symbol level. As with round lot
size, you can define per-symbol tick size in the Symbol->Information page (pic. 3). The value of zero instructs AmiBroker to use
"default tick size" defined in the Settings page (pic. 1) of Automatic Analysis window. If default tick size is also set to zero it
means that there is no minimum price move.
You can set and retrieve the tick size also from AFL formula using TickSize reserved variable, for example:
TickSize = 0.01;
Note that the tick size setting affects ONLY trades exited by built-in stops and/or ApplyStop(). The backtester assumes that price
data follow tick size requirements and it does not change price arrays supplied by the user.
So specifying tick size makes sense only if you are using built-in stops so exit points are generated at "allowed" price levels
instead of calculated ones. For example in Japan - you can not have fractional parts of yen so you should define global ticksize to
1, so built-in stops exit trades at integer levels.
"
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Glenn" <glennokb@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, July 11, 2004 11:02 PM
Subject: [amibroker] Price Steps
> Hi,
>
> I would like to change my trailing stop so that it matches market
> convention regarding price steps.
>
> For example:
> >From 10 cents To 49.5 cents price steps are 0.5 cents.
>
> If my trailing stop value is say 34.1567, I would like this to simply
> show 34.5.
>
> I had a look at the functions ceil(), round() and floor() but they go
> to the higther/lower/closest integer. Any ideas please?
>
> Cheers Glenn
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
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