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
>