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Hmmm.
After seeing your note, I just ran against IBM and GE for 1/1/2005
through 5/20/2005, and got the type of results that I had mentioned in
my original post. I.e., Buys every other day.
Don't know why you wouldn't get any trades.
Thanks,
David
--- In amibroker@xxxxxxxxxxxxxxx, eric paradis
<thechemistrybetweenus@xxxx> wrote:
> I just tried backtesting it on DJI stocks for 2005 and
> no trades occured.
>
> Eric
> --- dweilmuenster95125 <dweilmuenster95125@xxxx>
> wrote:
>
> > Hi,
> >
> > I'm trying to write a Backtest for a single symbol
> > that Buys on the
> > Close of each Day, and Sells on the next Open.
> > (Sounds weird, but
> > there's a good reason for the research.)
> >
> > Attached below is my code.
> >
> > It almost works, but Buys only every other day, not
> > every day, and
> > does exit on the next day's Open.
> >
> > Any suggestions?
> >
> > Thanks,
> > David
> >
> ------------------------------------------------------
> >
> >
> > SetOption("InitialEquity",100000);
> > SetOption("MaxOpenPositions",1);
> > SetOption("MarginRequirement",100);
> >
> > SetOption("UsePrevBarEquityForPosSizing",False);
> > SetOption("AllowPositionShrinking" , True);
> > SetOption("AllowSameBarExit",False);
> > SetOption("ActivateStopsImmediately" ,False);
> > SetTradeDelays(0,0,0,0);
> > BuyPrice = Close;
> > SellPrice = Open;
> > SetPositionSize(100,spsPercentOfEquity);
> > RoundLotSize = 10;
> >
> > Buy = True;
> > Sell = False;
> > ApplyStop(3,2,0);
> >
> >
> >
> >
> >
>
>
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