Louis, you now assume your slippage to be 1%, which is a guess
anyways. It differs per situation what your system considers to be
the Buy/Sell Price and what you actually pay or get at the market.
These are still two different things. I wouln't know how to calculate
the real slippage, all you can do is comparing the difference over a
period of time and take some kind of average.
Adrian
--- In
amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> 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@xxx>:
> > 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@xxx>:
> >>
> >> 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@xxx>:
> >> > 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@xxx>:
> >> >>
> >> >> 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@>:
> >> >> >
> >> >> > > 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@ <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
>