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[amibroker] Re: Problems in back testing



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--- In amibroker@xxxxxxxxxxxxxxx, Terry <MagicTH@xxxx> wrote:
> RE: No control over order of H-L. Of course not. No system can 
unless 
> you have intraday data to follow.
> 
> 
> Terry


Hy Terry,

thanks for your answer, now problem 3 (fractional shares) has a 
solution.

But - I guess - problem 2 (in volatile days, price can trigger both 
buy stop and sell stop, but AMB counts for only one of these) should 
only be improved programming indide the backtester the following 
assumption:

If the Low is near the Open (more than the High), then Low comes 
before the High (and viceversa).

This would be just a guessing, but allow the software to recognize 
that in certain bars (days) we can have 2 stop and revers orders.

Greetings,

Angelo.


P.S. You were also right about problem 1: I had a line of code with

BuyPrice = ChannelTop

so, it was basically my fault.










 
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