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Backtester will give correct results if it is as you trade
What the code will not supply is correct in real time trade signals
with future bars referenced (eg with scan) for last bar of data
--
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@xxxxxxxxxxxxx> wrote:
> 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
> > >
> > >
> > >
> > >
> >
>
>
>
>
>
> 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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