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Thanks Mike. That's helpful to know. I will set that.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> One thing to note is that (by default?) AmiBroker does price bounds
> checking such that it will not let you specify a price outside the
> range of the actual price action (e.g. cannot set buy price below
> actual low).
>
> If the offset that you apply to the price will take you outside of
> those bounds, then you will need to disable price bounds checking as
> follows:
>
> SetOption("PriceBoundChecking", false);
>
> http://www.amibroker.com/guide/afl/afl_view.php?id=201
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> >
> > Thanks Steve. I will try that. For some reason I was under the
> > impression that SellPrice, CoverPrice etc could only be set to one
> of
> > four *conditions* (Open, High, Low, Close), and that we could not
> add
> > or subtract actual numbers from "SellPrice" in real time in the AFL.
> >
> > In real life, I would exit the trade immediately on the same bar,
> if I
> > could. In the backtester, I set a one-bar trade delay, as I thought
> > that would be more realistic to the way signals are handled in live
> > trading. But maybe that assumption is incorrect.
> >
> > Over the next month, I plan to play around with a live virtual
> account
> > at a broker to get a better understanding of this.
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "_sdavis" <_sdavis@> wrote:
> > >
> > > I think you can do this:
> > >
> > > SetTradeDelays(1,1,1,1);
> > > slippage = ...
> > > SellPrice = Open - slippage;
> > > CoverPrice = Open + slippage;
> > >
> > > However, this may not reflect the way you will actually trade. The
> > > backtested system has a 1 bar trade delay. How are you planning to
> > > trade this in real life? If the profit target or stop level is
> > > detected in real-time will you exit the trade immediately or wait
> > > until the next bar?
> > >
> > > -Steve
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> > > >
> > > > Hi. I am hoping anyone out there can check this code and perhaps
> > give me
> > > > some pointers on how to do the actual scaling up and down of
> the exit
> > > > prices?
> > > >
> > > > To mimic a more realistic backtesting model for trading Forex, I
> > want to
> > > > scale the backtester's exit prices down 2 pips if a Sell and up
> 2 pips
> > > > if a Cover. My actual trade system has a 1-bar trade delay so
> not sure
> > > > how that affects the below code. I added a generic trade system
> > to the
> > > > below code for the sake of simplicity.
> > > >
> > > > Is this the correct approach? Or do I need to add some custom
> metrics?
> > > > I'm not too sure if this approach is the right way. And I'm
> still
> > > > missing the meat and potatoes - in the two "ADD CODE HERE"
> sections:
> > > >
> > > > // Custom Backtester Code to add Slippage to Forex trades
> > > > //
> > > > // We Sell and Cover on Open.
> > > > // But we want actual Sell prices to be slipped down by 2 pips
> and
> > > > // actual Cover prices to be slipped up by 2 pips.
> > > >
> > > > // First we need to enable custom backtest procedure AND
> > > > // tell AmiBroker to use current formula
> > > >
> > > > SetCustomBacktestProc("");
> > > >
> > > > // Now custom-backtest procedure follows
> > > >
> > > > if( Status("action") == actionPortfolio )
> > > > {
> > > > bo = GetBacktesterObject();
> > > >
> > > > bo.Backtest(1); // run default backtest procedure
> > > >
> > > > // iterate through closed trades first
> > > >
> > > > for( trade = bo.GetFirstTrade(); trade; trade =
> > bo.GetNextTrade() )
> > > > {
> > > > if( sig.IsLong() AND sig.IsExit() ) //check if the
> > signal is
> > > > a Sell of a Long position
> > > > {
> > > > // ADD CODE HERE: NEED TO REDUCE THE SELL EXIT
> PRICE BY
> > > > 0.0002
> > > > }
> > > >
> > > > if( NOT sig.IsLong() AND sig.IsExit() ) //check if the
> > > signal is
> > > > a Cover of a Short position
> > > > {
> > > > // ADD CODE HERE: NEED TO INCREASE THE COVER EXIT
> > PRICE BY
> > > > 0.0002
> > > > }
> > > > }
> > > > }
> > > >
> > > > // your trading system here
> > > >
> > > > fast = Optimize( "fast", 12, 5, 20, 1 );
> > > > slow = Optimize( "slow", 26, 10, 25, 1 );
> > > > Buy=Cross( MACD( fast,slow ),Signal( fast,slow ) );
> > > > Sell=Cross( Signal( fast,slow ),MACD( fast,slow ) );
> > > > BuyPrice = SellPrice = ShortPrice = CoverPrice = Open;
> > > >
> > >
> >
>
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