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I found a Holy Grail... till I found the error, that is.
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Buy_Open = Ref( Open, -1 ) > Ref( Close, -1 ); // Previous Bar is Down
Short_Open = Ref( Open, -1 ) < Ref( Close, -1 ); // Previous Bar is Up
Buy_Close = Open < Close; // This Bar is Up
Short_Close = Open > Close; // This Bar is Down
Buy = Buy_Open OR Buy_Close;
Short = Short_Open OR Short_Close;
Sell = Short;
Cover = Buy;
BuyPrice = IIf( Buy_Open, Open, IIf( Buy_Close, Close, 999999 ) );
ShortPrice = IIf( Short_Open, Open, IIf( Short_Close, Close, -999999 ) );
SellPrice = ShortPrice;
CoverPrice = BuyPrice;
// "ALLOW SAME BAR EXIT (SINGLE BAR TRADE)" is on
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AmiBroker does not show some losers and significantly overstates profits.
ex.
Open Close
Day 0 Down
Day1 Up Long Still Long
Day2 Up reverse to Short reverse to Long
The Short trade on Day2 from Open to Close is not accounted for.
Could anyone correct the code so that it shows more realistic results ?
TS
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