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Hello Alex,
i have modified your code but haven?t tested it. I have also modified the
buyprice to get the correct price in case of a gap.
Longsetup = {setup code here};
StopBuy = 1.005 * valuewhen(LongSetup,H);
Buy = barssince(Longsetup)<=5 AND H>StopBuy;
BuyPrice = max(open,StopBuy);
Thomas
www.patternexplorer.com
Von: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] Im Auftrag
von dralexchambers
Gesendet: Mittwoch, 31. Jänner 2007 11:02
An: amibroker@xxxxxxxxxxxxxxx
Betreff: [amibroker] Backtester buy and buyprice
Hi,
In my backtester code I am trying to achieve the following:
1. Wait for a longsetup condition, then
2. Set a buy order for the next bar: buyprice is the High of setup
day + (0.5% of the high price)
3. Cancel the buy order if it is not fulfilled in 5 days from setup
day
The code I have is the following:
Longsetup = {setup code here};
StopBuy = 1.005 * H;
Buy = Longsetup AND H>StopBuy;
BuyPrice = StopBuy;
But this doesn't seem to work.
Can anyone suggest - thanks.
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