RE: [amibroker] Buy on Close, Sell on Open

["Terry" <MagicTH@xxxxxxxxxxx>]

You may have solved your problem already, but I see your trade delays
are all set to today (0,0,0,0). I think the sell/cover should be set to
tomorrow (0,1,0,1).

--
Terry


| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx 
| [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of dweilmuenster95125
| Sent: Thursday, May 26, 2005 1:56 PM
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: [amibroker] Buy on Close, Sell on Open
| 
| 
| 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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