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Hi all,
I've writtena absic backtest to buy a stock if it closes in the lower
5% of the day's trading range and then sell it at the open the next
day. It works fine except that in losing trades, it sells at the LOW
price of the entry day instead of the OPEN price of the following day.
Here's my code:
/*Backtest for stock when closing in lowest 5% of day and selling at
next day's open*/
/*Variables*/
BarHeight = High - Low ;
OneOneHundredth = BarHeight / 100;
PercentClose2 = Optimize ("Percentage High", 5, 5, 20, 1);
UpperMargin = Low + (PercentClose2 * OneoneHundredth); /*change the
number in this line to whatever percentage you want to backtest*/
/*Backtest*/
Buy =
Close <= Uppermargin ;
BuyPrice = Close;
Sell = Ref (Open, 1) > 0.01 ;
SellPrice = Ref (Open, 1) ;
/*end of code*/
Can anyone debug this for me?? It's probably something simple! I've
got my trades settings at Buy Price = Close; Sell Price = Open; Buy
Delay = 0; Sell delay = 0; Allow Same Bar Exit is UNTICKED.
Any help appreciated.
Chris
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