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The only way Tradestation can do this accurately is by use of intraday data.
Using EOD data its only a guess. If you use intraday data then Amibroker
can do it as well.
d
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of pmxgs
> Sent: Saturday, February 17, 2007 8:26 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Backtesting Calculation
>
> 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.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
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