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I need previous bar price to calculate the correct value of my ORDER
as opposed to my actual fill.
Thanks.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
>
> Hello,
>
> How about using already existing Price property of signal object ?
> It gives the entry/exit price of entry/exit signal. Or do you need
> previous bar price?
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> ----- Original Message -----
> From: "fanziguk" <maxdanzig@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, November 12, 2005 2:05 AM
> Subject: [amibroker] custom backtester - sig.getprice?
>
>
> > Amibroker is a great program that I could not do without but
there is
> > one thing that I would love it to do to solve many different
problems
> > I have. Currently in the custom backtester you have the ability to
> > QUICKLY reference price arrays for open and closed trades using
> > the .getprice command.
> >
> > Can we please, please, pretty please (with cherries on top!) also
have
> > this extended to the prices of those stocks that are current
signals
> > (i.e. sig.getprice). At the moment I use foreign calls in my
code.
> > This is very very S-L-O-W. (e.g. 1 hour verses 10 minutes without
the
> > foreign call). Get into heavy optimization and your PC can be
tied up
> > for days!
> >
> > I have asked TJ a number of times for this feature but it has
fallen
> > on deaf ears. So if any of you custom backtesters out there can
see
> > the multiple benefits of this then please add your support here.
> >
> > Much thanks.
> >
> > HINT: To perform proper money management you basically NEED this
> > feature (or slow foreign calls). Yes, other programs are even
slower,
> > but Amibroker is capable of so much more!
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
>
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