Re: [amibroker] Re: Buy stop and sell stop instead of backtester setting options.

["David Smith" <david.smith5@xxxxxxxxxxxxxxx>]

The condition to enter the trade is still missing, you need the following to enter on stop...

 

(Trade delays set to zero)

 

Trigger = cond1 etc... //  Trigger conditions day before entry

StopEntry = High; // Stop Entry Price

 

Buy = ref(Trigger,-1) and H >= ref(StopEntry,-1);  // Enter on stop today if High exceeds stop entry order price

BuyPrice = max(Open, ref(StopEntry,-1));  // Entry price accounting for gaps

 

 

Cheers, Dave

 

----- Original Message -----

From: kmunnecke

To: amibroker@xxxxxxxxxxxxxxx

Sent: Sunday, April 20, 2008 9:37 PM

Subject: [amibroker] Re: Buy stop and sell stop instead of backtester setting options.

SetTradeDelays (0,0,0,0);

Buy = Condi1 AND Condi2 AND Condi3 ; // kaufbedingungen

Buystop = Ref (H,-1);

BuyPrice = Max (Buystop,Low); // kaufpreis

+--- In amibroker@xxxxxxxxxps.com, "alta hob" <altahob@xxx> wrote:
>
> Hi
>
>
> I am using the backtester in AB and when a trade is triggered the
> "backtester setting" option is being used which is currently set at
"open".
> So my backtesting results show the opening price as the open of the
next bar
> which is wrong for my testing.
>
>
> The price I actually want to enter at is High > Ref( High, -1 ); and
I want
> to have a buystop at this price and not use the open price of a bar.
>
>
> Anyone know how to do this please?
>
> thanks
> AH
>

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