[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Backtest - Sell Price



PureBytes Links

Trading Reference Links

Graham, Sam

Thanks for your responses

Ara

----- Original Message ----- 
From: "qweds_560" <qweds_560@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, January 28, 2005 4:38 AM
Subject: [amibroker] Re: Backtest - Sell Price


>
>
> Hi Ara,
>
> You may need to use:
>
> SetOption("PriceBoundChecking",False);
>
> if you want to actually exit at the highest price within your N
> bars, otherwise the backtester may find the highest price but not
> let you exit there...
>
> Sam
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> > sellprice = highestsince(buy,h);
> >
> > a couple of ways
> >
> > applystop( stopTypeNBar, 1, 5, 0 );
> >
> > or
> >
> > Buy = conditions;
> > Buy = ExRemSpan( Buy, 5 );
> > Sell = Ref( Buy, -5 );
> >
> > On Thu, 27 Jan 2005 17:58:12 -0800, Ara Kaloustian <ara1@xxxx>
> wrote:
> > > Is it possible to specify the actual
> > > SellPrice?
> > >
> > > I would like to exit after a fixed number of bars, but close the
> position at
> > > the highest price during the holding period... in order to see
> how many
> > > stocks actually went up ..
> > >
> > > Thanks
> > >
> > > Ara
> > >
> > > 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
> > > To visit your group on the web, go to:
> > > http://groups.yahoo.com/group/amibroker/
> > >
> > > To unsubscribe from this group, send an email to:
> > > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service.
> >
> >
> > -- 
> > Cheers
> > Graham
> > http://e-wire.net.au/~eb_kavan/
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>




------------------------ Yahoo! Groups Sponsor --------------------~--> 
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/