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

["toxutao" <toxutao@xxxxxxxx>]

Herman

Thanks very much for the quick reply, you are always so generous to help the other people.  
I did not know that I can use" buyprice" and "sell price" to indicate the specific price in the codes, tomorrow I will test this method. But now I have to go to sleep , it's just past midnight here.  Happy 2007 and wish you a prosperous year !

Tom in Shanghai, China

  ----- Original Message ----- 
  From: Herman 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, January 01, 2007 11:46 PM
  Subject: RE: [amibroker] How to report intra-bar trade price in Backtest Report



  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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