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Eric,
I use the below code which gives a random price between the high and
low for backtesting:
//--------------------------
//Random 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 can turn it off and then it uses the Open for the buy and sell
price. You could backtest both to see how the system results change.
You could also add to the above code a worst case ie:
BuyPrice = High;
SellPrice = Low;
...if trading long!
Cheers, Glenn
--- In amibroker@xxxxxxxxxxxxxxx, eric paradis
<thechemistrybetweenus@xxxx> wrote:
>
> I backtested using the following code and my return
> went up significantly. Is it likely that I would get
> filled with this strategy? Does Amibroker provide an
> adequate testing for these types of orders?
>
> BuyPrice = Close - (.5 *(High-Low));
>
> Thanks,
>
> Eric
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