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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 (by the TJ team) inside 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 reverse 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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