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You can probably get more complex or easier solutions, here is one
BestLong = valuewhen( sell, highestsince(buy,h) );
BestShort = valuewhen( cover, lowestsince(short,L) );
On Tue, 18 Jan 2005 23:22:43 -0000, qweds_560 <qweds_560@xxxxxxxxx> wrote:
>
>
> Hello,
>
> I have been trying to solve this problem for some time using all
> sorts of functions in the backtester: HHV, barssince, valuewhen,
> barindex and so on.
>
> Consider a simple stop and reverse system. I want to know what the
> best exit price could have been from a long position before the
> system reverses and what the best exit price that could be from a
> short position before the system reverses and goes long.
>
> To put it another way, I would like to peek into the future to see
> what the best price I could exit my position at BEFORE I receive a
> signal in the opposite direction.
>
> I am trying to find out the maximum profit that could be made using
> the system if you had the foresight to know exactly when to exit
> each and every position.
>
> I would be grateful for any suggestions.
>
> Many thanks
>
> Sam
>
>
> 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
>
>
>
>
>
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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