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Hello,
I'm getting started with Amibroker and am working on a test trading
system. I'm currently at the point where the system generates Buy &
Sell signals and then buys or sells the next day at the Open since I
set under Backtester settings->Trade->Long trades: Buy Price: Open,
Buy delay: 1. However, now I want to change it to simulate doing
"Limit" orders. When a signal is generated at night I want to create a
limit order for the next day to Buy at the current closing price, and
if the stock gaps up and never is at that price again, I want the
order to expire the next day. In effect, I want the Buy Price to be
the minimum of the current closing price and the next day's open, and
also that the trade is canceled if the next day's Low is greater than
the current closing price. Does anyone have an example of how to do
this? Thanks,
Nick
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