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Have you set trade delays?
when = ParamToggle("Trade Day:","Same Day|Next Day",1);
SetTradeDelays(when,when,when,when);
Also you formula implies you are testing against your short entry, but
this code does not know your entry bar, just the current bar's value of
ShortPrice should you want to go Short on the current bar.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of eric paradis
Sent: Tuesday, January 03, 2006 20:40
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Cover & ShortPrice issue
Hi,
I have a question about Cover and ShortPrice.
My system is having some big losses in the backtest
results because the cover and shortprice function
seems to be misused. It seems it is ignoring the
initial shortprice for some other value. Any thoughts?
ShortPrice = Open;
CoverPrice = Open;
Short = IIf(Close < (HHV(Ref(Close,-1),365)- 10 *
ATR(10)),1,0);
Cover = Close > (ShortPrice *1.05 );
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