PureBytes Links
Trading Reference Links
|
Thank you grahm;
Yes, realize I might not get the trade if my price is passed...
Am I correct in setting PriceBoundChecking false, test this?
I read posts to effect that the back-tester can't give correct
results if future bars are referenced. If this is the case, how can I
tune my entry price?
Would it be better to turn delay off for back testing and set the
current price?
Thanks, and good luck in your coding endevor.
Walt
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> You would need to add the price range of next future bar if your
> broker only makes the trade when the price trades at that set price.
> Of course you do not actually know if the market actually traded at
> your price as a bar only covers the range of traded prices and does
> not guarantee every tick inside that range was actually traded. so
you
> still may not have actually got your trade entry anyway. This is OK
> for backtesting, so make sure you remove the condition if you use it
> to scan for trades.
> It all comes down to how your trade entry/exits are actually
triggered
> through your broker
> eg if you make conditional trade overnight for next day's trading
your
> conditional (long entry) trade may actually be if the market trades
at
> or higher. eg buystop price = 10.00 so you get entyr if the price
> trades at $10.00 or higher than $10.00. If you have put your order
in
> before the market opens then you should consider using buyprice =
> max(Open,BuyStopPrice) in case the trading gaps over your price at
> open.
>
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
>
>
> On 03/03/07, hairy_mug <WSCHWARZ@xxx> wrote:
> > Finished my strategy and tested good (with PriceBoundChecking
true and
> > delay=1).
> > I would like to adjust the entry price according to a formula so
I can
> > specify the price and not use whatever it is on the Open.
> > I am aware of the buyprice array but with "PriceBoundChecking"
true, it
> > re-adjusts the price to fall with-in bounds, so I have no idea
when my
> > formula is correct...
> > I did not want to buy when the price I specified was out-of-
bounds, so
> > I tried resetting the buy if the specified price did not fall
with-in
> > the next (future) bar range. (I only do this in backtest mode,
since it
> > does not make sense fot trading).
> > Is this a valid approach? Am I not undestanding something? Or do
I just
> > turn PriceBoundChecking false?
> > I scanned 188 messages on "PriceBoundChecking" but did not find
> > anything that addresses this...
> >
> > Help much appreciated...
> >
> > Walt
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Transfer from your equities account.
Receive up to $1,000 from GFT. Click here to learn more.
http://us.click.yahoo.com/aZttyC/X_xQAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|