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One solution would be to create a new, artificial ticker with the new
OHLC [via AddToComposite function] and backtest it.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> 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]
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
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> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
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