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turn off the option of PriceBoundChecking in the Analyser settings of in the AFL
SetOption( "PriceBoundChecking", 0 );
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/7/2 Louis Préfontaine <rockprog80@xxxxxxxxx>:
> Hi,
>
> But is it possible to set the backtester to consider that the buyprice was
> let's say 1% higher than the Close on the bar the trade was made?
>
> That's what I tried to do. If it's complicated, I can live with this (well,
> I can at least try, since I believe I am still a beginner in understanding
> AFL), but I'd need to know if it is possible, and if yes, what can be a good
> start...
>
> Was I on the right track with
>
> SetTradeDelays( 1, 1, 1, 1 );
> BuyPrice = c*1.01;
> SellPrice = c*0.99;
>
> Cause it does not work at all...
>
> Thanks again,
>
> Louis
>
> 2008/7/1 Graham <kavemanperth@xxxxxxxxx>:
>>
>> Then you need to set out exactly what you need to do and write the afl to
>> match
>> It is all logical steps
>> I do it by writing down all the restrictions and possibilities and
>> what I need at the end and how I think is best way to achieve this
>> ......... in detail. There are no short cuts and can be very tedious.
>> I also more often than not write out a flow chart to map all
>> decisions, inputs, outputs, calculations etc.
>>
>> --
>>
>> Cheers
>> Graham Kav
>> AFL Writing Service
>> http://www.aflwriting.com
>>
>> 2008/7/2 Louis Préfontaine <rockprog80@xxxxxxxxx>:
>> > Hi Adrian,
>> >
>> > Thanks for your suggestion. But still... How can I do this? I mean: I
>> > want to be precise. With the kind of markets I am in and what I am
>> > trying
>> > to do, precision is very important... I need to be able to set a
>> > particular % adjustment for particular situations...
>> >
>> > Louis
>> >
>> > 2008/7/1 tayamaan <tayamaan@xxxxxxxxx>:
>> >>
>> >> Hi, if you would really like to try to compensate for slippage,
>> >> adding this to your commissions as part of your transaction costs is
>> >> perhaps an idea.
>> >>
>> >> Adrian
>> >>
>> >> > Hi Graham,
>> >> >
>> >> > How can I put more information so that my buy price is 1% higher
>> >> than C and
>> >> > sell price 1% lower than C?
>> >> >
>> >> > Thanks,
>> >> >
>> >> > Louis
>> >> >
>> >> > 2008/7/1 Graham <kavemanperth@xxx>:
>> >> >
>> >> > > Without more information on what you are trying to achieve
>> >> > > The price will be for the bar of actual entry C*1.01 or C*0.99
>> >> > >
>> >> > > Also the prices may be outside than the bar range in which case
>> >> the
>> >> > > closer of high or low is used if you have the PriceBoundChecking
>> >> on
>> >> > >
>> >> > > --
>> >> > > Cheers
>> >> > > Graham Kav
>> >> > > AFL Writing Service
>> >> > > http://www.aflwriting.com
>> >> > >
>> >> > > 2008/7/1 Louis Préfontaine <rockprog80@xxx <rockprog80%
>> >> 40gmail.com>
>> >> > > >:
>> >> > >
>> >> > > > Hi,
>> >> > > >
>> >> > > > I have been trying to set a formula for slippage:
>> >> > > >
>> >> > > > SetTradeDelays( 1, 1, 1, 1 );
>> >> > > >
>> >> > > > BuyPrice = C*1.01;
>> >> > > > SellPrice = C*0.99;
>> >> > > >
>> >> > > > It doesn't work at all. I tried to write C*50 just for fun, but
>> >> it didn't
>> >> > > > change the buyprice at all. What can possibly be wrong?
>> >> > > >
>> >> > > > Thanks,
>> >> > > >
>> >> > > > Louis
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