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Sell delay = 0; THIS SHOULD BE ==1;
----- Original Message -----
From: "indiana0352" <cs_winn@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, September 20, 2004 7:41 PM
Subject: [amibroker] Backtest errors in losing trades
> 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
>
>
>
>
> 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
>
>
>
>
>
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