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Thanks. I'll take a look at these answers.
--- In amibroker@xxxxxxxxxxxxxxx, Daniel LaLiberte <liberte@xxx> wrote:
>
> Using ExRem on Buy and Sell will eliminate all but the first Buy and
Sell in
> each segment, but BuyPrice will continue to be whatever the buy
price is as
> if you were going to buy again at each time bar. So you want to
select the
> BuyPrice at the time of the last Buy signal (after applying ExRem),
which is
>
> buyExRem = ExRem(Buy, Sell);
> price = ValueWhen(buyExRem, BuyPrice);
>
> Another way to compute this, and also to adjust the price selected
based on
> your delay until actual buy (unless the BuyPrice already accounts
for this
> delay - I'm not sure):
>
> sinceBuy = BarsSince(buyExRem);
> delay = 1;
> price = Ref( BuyPrice, - sinceBuy + delay);
>
> dan
>
> On Saturday 24 June 2006 07:46 pm, mikelaurataylor wrote:
> > If I build a model for buying/selling and I want to, for instance,
> > create my own artificial stop based on the buy price i need to know
> > the buy price of my item.
> >
> > Even if I use the exrem statement on a buy the buyprice array does not
> > necessarily remain the original buy price if other buys occur (but do
> > not get executed.)
> >
> > I know you can set a % stop in the program so the backtest program
> > must know what the buy price was so I was wondering if there is a way
> > to get this amount without delving into the backtesting interface.
> >
> > Hope I asked the question clearly enough for someone to help.
> >
> > Thanks
> >
> > Mike
> >
> >
> >
> >
> >
> >
> > 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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