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Hi,
I'm searching for a back testing software and I'm positively
impressed with amibroker.
But there's one thing that i would like to know.
When amibroker back tests some strategy can we select if inside bar
data is evaluated?
For example , imagine that my trading system evaluates daily bars and
has a limit take profit order for a stock at $50 and a stop loss
order at $46. This bar opened and closed at $48 with high at 51 and
low at 45.
How does amibroker know which one was hit first. The high or the low?
As long as there is intrabar data available this should be considered
when back testing results are being calculated, otherwise the results
will not be correct.
Tradestation has this feature (look inside bar feature), have a look
here: www.adest.com.au/software/tradestation%202000i.htm
Hope someone can answer me,
thanks
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