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Re: [amibroker] Backtesting assumption



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i think Amibroker makes no assumptions at all when one can not tell what the sequence of events was (having EOD info only). But in ApplyStop there is a fixed order of events (see online help of ApplyStop). Also one may set the N-bar stop to have priority (see backtester settings, Stops).

ed
  ----- Original Message ----- 
  From: rizwankherati 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, September 20, 2004 12:17 PM
  Subject: [amibroker] Backtesting assumption


  What are the assumptions Amibroker uses within price bars. So does 
  price open, make a high, make a low, and then close lower. Or does it 
  open, make a low, make a high, and then close lower. 

  Best regards

  Rizwan




  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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