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Hi,
Thanks for your message, I wish someone could explain this a bit
further for me.
If I am using bar data(Open,High,Low,Close)and my stop is where the
low the bar is and my profit target is at the high of the bar. Will
the system show this as a profitable trade(As high comes first and I
would have exited at the high when my profit target was met) or a
loosing trade(Assuming low would have come first and I would have
been stopped out at low).
Best regards
Rizwan
--- In amibroker@xxxxxxxxxxxxxxx, "ed nl" <ed2000nl@xxxx> wrote:
> 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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