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Hi - What exactly are you trying to do?
You can set trade prices to whatever you want by defining the
BuyPrice / SellPrice / ShortPrice / CoverPrice variables.
With price bound checking set to False, AB will use your defined prices.
When you turn price bound checking on, AB will verify that your trade price
is within the ticker's actual High-Low range and if it isn't AB will
substitute a legitimate price ( within actual range ).
Steve
----- Original Message -----
From: "Andy" <senft@xxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, January 16, 2009 7:32 PM
Subject: [amibroker] Re: Finding next day signals
> SetOption("PriceBoundChecking", True) doses't really work like it's
> suppose to do. That would be a nice future feature of Amibroker to
> have actually.
>
> I like to enter a trade NOT at the open or close of the next trading
> day but with a certain price level. I like the backtester to
> eliminate those trades that wouldn't go through of course. Any help
> would be greatly appreciated..
>
> Three
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Andy" <senft@xxx> wrote:
>>
>> Okay, I think I'm getting closer thankful to the Yahoo Search engine
>> that now works.
>>
>> I'm now using the SetTradeDelays function so that the backtester will
>> trade the following day. I have the revised code below thinking that
>> this will backtest using today's signals to either buy or sell
>> tomorrow using tomorrow's price targets. The AmiBroker explorer
>> function will report Next Day's Target prices every day. Is the
>> below code legit for this? Am I missing something or do you have an
>> comments?
>>
>> Thank you!
>>
>> Three
>>
>>
>>
>>
>> // Simple ATR Script by Andrew Senft
>> //
>>
>> // One position at a time
>> SetOption("MaxOpenPositions", 1 );
>>
>> // Trade tomorrow
>> SetTradeDelays(1,1,0,0);
>>
>> // Make sure that tomorrow's price is tradable
>> SetOption("PriceBoundChecking", True);
>>
>> // Optimization
>> BuyOffSet = 2; //Optimize("BuyOffSet",2,1,20,1);
>> BuyATRPeriod = 1; //Optimize("BuyATRPeriod",1,1,5,1);
>> ATRMultiplier = 1; //Optimize("ATRMultiplier",1,0.7,1.20,.1);
>>
>> // ATR funciton
>> Graph8 = HHV(High - ATRMultiplier * ATR(BuyATRPeriod), BuyOffset);
>>
>> // Finding a Buy or Sell signal
>> Buy = Cross(Close,Graph8);
>> Sell = Cross(Graph8,Close);
>>
>> // Either Buy or Sell it
>> Buy = ExRem(Buy,Sell);
>> Sell = ExRem(Sell,Buy);
>>
>> // Tomorrow's target prices
>> BuyPrice = Ref(Graph8,-1);
>> SellPrice = Ref(Graph8,-1);
>>
>> // Explore reporting every trading day
>> Filter=(1);
>> AddColumn( IIf(Buy==1,1,IIf(Sell==1,-1,0) ), "Long/Sell", 1.0);
>> AddColumn( BuyPrice, "Tomorrow's Target Price");
>> AddColumn( Graph8, "Today's Target Price" );
>> AddColumn( ATR(BuyATRPeriod), "ATR " );
>> AddColumn( O, "Open ");
>> AddColumn( H, "High ");
>> AddColumn( L, "Low ");
>> AddColumn( C, "Close ");
>>
>
>
>
> ------------------------------------
>
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>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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