[amibroker] customizing stop backtesting logic

["loveyourenemynow" <loveyourenemynow@xxxxxxxx>]

Hi,

I am tryng to deal with some slippage inconsistency between
backtesting and automatic trading, and I would like to have control on
the stop profit logic of the backtester.

I would like to exit trades only when the price has been higher/lower
than the stop profit price, to ensure the order would be certainly be
filled also in real trading.

The Backtester object has a method called handlstops to be used at low
level backtesting to apply stops, but it is has only 1 parameter(the
bar) so I assume it doesn´t give access to the stop logic.
I did not find any afl code using it, so I am not sure in which order
it should be called.

The problem could be solved by looping over the signal objects and
changing the price of the signal having reason=2 (profit) but I would
like to know if there is another way to do it.

Right now I have just added a custom backtest metric taking into
account the slippage in the net profit, backtesting the system using a
stop 1 tick higher, and subtracting it from the profitable trades, but
the equity etc. are still calculated according the internal AB stop logic.

I assume the built in AB applystop logic is that and order is filled
if the price is ">= stoplimit", all I would like to do it is to switch
it to ">stoplimit", but I would like to know if it is possible to
control this behavior in any case even if it the stop profit logic is
already ">stoplimit", also for stop loss for example, without having
to modify directly the signal or trade objects.
 
Thanks

Ly





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