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Hello,
It seems I can't add columns to backrest result. I like to export
arrays of some values (like gap) in order to see their effects on
returns.
I try to add the buyprice and sellprice as columns exported from
exploration without complete success.
This is an intraday database composed of 5 min data.
The buyprice is easy to get when I set filter =buy. However, I am
having difficulties with the sellprice. I will sell the stock if the
trail reaches 10% down or stoploss reaches 6% or 4% down depends on
buyprice. Here are the codes I used in backtest section:
Buy= buycondition;
Filter=buy;
Sell= (DateNum()!= Ref(DateNum(),1));
trail =10;
ApplyStop (2,1,trail,1,True,0);
n=6;
stoploss =IIf(BuyPrice<5,n,n-2);
ApplyStop (0 ,1, stoploss,1, True, 0);
Would you please help me on how to get the sellprice? Since the
exploration happens at buying point, the codes have to see data after
that point to the end of the day. Thanks a lot.
William
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