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Andrew,
I use a random price function that you may be able to modify to suit
what your after:
//-------------------
function Randomize(a,b)
{
result = Random()*(b-a)+a;
return result;
}
//-------------------
//RANDOM OR DEFAULT BUY-SELL PRICE
Randm = ParamToggle("Random (Market Order)","Off|On");
if (Randm==1)
{
BuyPrice = Randomize( Low,High) ; // Random buy
SellPrice = Randomize( Low,High); // Random sell
PositionScore = Random();
}
else
BuyPrice = Open;
SellPrice = Open;
//-------------------
You could possibly change the ( Low, High) in the above to the cross
value plus the cross value * 1.2 or whatever and get a random value
between the cross and some higher price.
--- In amibroker@xxxxxxxxxxxxxxx, Andrew Z <wizard@xxxx> wrote:
> G'day all,
>
> For backtesting, is it possible to specify more than one price at
which
> you want a trade to be taken if that price is crossed during that
bar???
> That is, am I able to have say 5 standing buy orders or only one at
a time?
>
> For example, can I have BuyPrice=1.5000 and 1.5010 and 1.5020 etc
at
the
> same time? Alternately, once I specify BuyPrice and a trade is
entered
> how then can I specify Buyprice + x??
>
> Thanks,
> Andrew.
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