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Herman, can BuyPrice/SellPrice be any array, or does it need to be
related to the OHLC-arrays of the security which is being backtested?
Reason for asking: for some secs I have a total-return serie which
I'd like to use for trades, but I always assumed this was not
possible if it is not imported under the OHLC fields (which is why I
used ATC).
Thx,
PS
--- In amibroker@xxxxxxxxxxxxxxx, "Herman" <psytek@xxx> wrote:
>
> 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 ?
>
>
>
>
>
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
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