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

["Herman" <psytek@xxxxxxxx>]

If i understand you correctly you want to assign prices to the BuyPrice and
SellPrice:



S1 = MA(O,10);

S2 = MA(O,50);

Buy = Cross( H, S1);

BuyPrice = S1;

Sell = Cross( S2, L);

SellPrice = S2;

Short = Cover = 0;

Equity(1);

Plot(S1,"",4,1);

Plot(S2,"",6,1);

Plot(C,"",1,128);

PlotShapes(IIf(Buy,shapeSmallUpTriangle,shapeNone),5,0,BuyPrice,0);
PlotShapes(IIf(Sell,shapeHollowDownTriangle,shapeNone),4,0,SellPrice,0);

Happy New Year!

herman

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
Behalf Of itmwh
Sent: January 1, 2007 10:09 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] How to report intra-bar trade price in Backtest
Report


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 ?





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