[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] How to report intra-bar trade price in Backtest Report



PureBytes Links

Trading Reference Links

Hi, I have some difficulty in setting up the trade price in the 
backtest report .  

Say I have a simple intraday system, buy  when the price cross up the 
10 unit moving average, and sell when the price cross below the 50 unit 
moving average on a 1-minute chart.

Now I hope the backtest report will report the buy/sell trade price as 
the price level at which the ma10 or ma50 is crossed , rather than the 
OHLC price or the average price of the bar when the moving average is 
crossed.  Is there a way to achieving this in the backtest analysis ?




Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.16.1/611 - Release Date: 12/31/2006 12:47 PM