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PureBytes Links
Trading Reference Links
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and I do already have UsePrevBarEquityForPosSizing set to False, so
that does not seem to be the issue...
--- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>
> Hello, even though I have set Buyprice = Open; I noticed that the
> backtester report is displaying position sizes based on the Close of
> the bar. On some trades this makes a huge difference.
>
> I am backtesting Forex. And I imagine that when trading on the Open, a
> broker like IB will use the dynamic price of the Open to calculate the
> exchange rate and position size, since the Close price is not yet
> known at the time of the trade.
>
> So how do I force the backtester to mimic the above, and calculate
> position sizes based on Opens? Or is this not even an option?
>
> I looked up Setoption in the reference guide, and don't seem to see an
> appropriate setting to switch.
>
> Any input appreciated.
>
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