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Re: [amibroker] Backtesting Calculation



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you can program it to take whatever price you want

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Graham
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On 18/02/07, pmxgs <pmxgs@xxxxxxxxxx> wrote:
> 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
>
>
>
> Please note that this group is for discussion between users only.
>
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>
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>
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>
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>
>
>
>

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