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Thanks DT, you are correct however my question was: "Would anybody know if
it is possible to redefine the price arrays used by the AA?", I would like
to find a work around this limitation (for me) and be able to run the AA
Backtester on any kind of price bar. I thought that one time I read
something about disabling the auto-price correction with a Flag...
Any ideas?
best regards,
herman.
-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: Tuesday, August 31, 2004 7:13 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Redefining OHLC Price arrays
Herman,
From
Back-testing your trading ideas
...During back-testing AmiBroker will check if the values you
assigned to buyprice, sellprice, shortprice, coverprice fit into high-
low range of given bar. If not, AmiBroker will adjust it to high
price (if price array value is higher than high) or to the low price
(if price array value is lower than low)...
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> Graham wrote: You could redfine close to something else just be
writing it
> into line of
> code if you want
>
> Simple substitution does not work for me: if I assign prices
outside the
> OHLC levels they will be changed by the AA to fit the origional
range, for
> example a price greater than the High will become High.
>
> So the prices substituted for the OHLC arrays appear not to be used
as they
> are initialized by me in the Backtester, try to backtest the code
below, it
> should give Buy and Sell prices of 50 and 100, but it shows the
original
> entry/exit prices. However they are seen by the Explorer.
>
> TIA, herman
>
> SetTradeDelays(0,0,0,0);
> Buy = DayOfWeek() == 1;
> Sell = DayOfWeek() == 5;
> H=100;
> L=1;
> O=50;
> C=50;
> BuyPrice = 50;
> SellPrice = 100;
> Filter = 1;
> AddColumn(BuyPrice,"BP",1.2);
> AddColumn(SellPrice,"BP",1.2);
>
>
> -----Original Message-----
> From: Graham [mailto:gkavanagh@x...]
> Sent: Monday, August 30, 2004 8:58 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Redefining OHLC Price arrays
>
>
> I should add that there are dangers associated with changing the
standard
> OHLC values for their reserved names. I always try to define any
new
> variable with a new name in case I need to use the base OHLC data
again.
>
> Cheers,
> Graham
> http://e-wire.net.au/~eb_kavan/
>
> -----Original Message-----
> From: Graham [mailto:gkavanagh@x...]
> Sent: Tuesday, August 31, 2004 8:55 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Redefining OHLC Price arrays
>
> Just change the values of the variables as you like.
>
> You could redfine close to something else just be writing it into
line of
> code if you want
>
> C = 2*H + ema(L,22);
> Any subsequent uses of C will use your new definition.
>
>
> Cheers,
> Graham
> http://e-wire.net.au/~eb_kavan/
>
> -----Original Message-----
> From: Herman van den Bergen [mailto:psytek@x...]
> Sent: Tuesday, August 31, 2004 8:36 AM
> To: AmiBroker YahooGroups
> Subject: [amibroker] Redefining OHLC Price arrays
>
> Would anybody know if it is possible to redefine the price arrays
by the
> AA?
> I would like to change the OHLC price and run the backtester and
builtin
> formulas on the newly defined data. All prices are limited to the
original
> High and Low, is there anyway to go outside those bounds?
>
> TIA,
> happy trading,
> herman.
>
>
> [Non-text portions of this message have been removed]
>
>
>
>
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> http://www.amibroker.com/
>
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> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
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