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I have some backtester code below. Despite setting the
"AllowSameBarExit" option to True, the position is not being sold on
the same day.
See this JPG for my explanation:
http://www.chambers-media.com/01.jpg
The black arrow is the setup day
The green arrow is the buy day
The blue line is a trailing stop loss. When the low of the day passes
through the low, a sell is triggered.
The position should enter and exit on the same day (B).
However, the backtester enters on (B) but exits on (C)!
Can anyone suggest - alex
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SetOption("FuturesMode" , False);
SetBarsRequired(10000,10000);
SetTradeDelays(0,0,0,0);
SetOption("AllowSameBarExit",True);
SetOption("MarginRequirement",0);
SetOption("MinShares",1);
Buy = Longsetup AND H>StopBuy;
BuyPrice = Max(Open,StopBuy);
LongStop = (Low-1) - 0.0010; // Trail SL 10 pips behind
Sell = L < LongStop;
Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );
SellPrice = Min(Open,LongStop);
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Version: 7.5.432 / Virus Database: 268.17.19/663 - Release Date: 2/1/2007 2:28 PM
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