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
|