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I've always had the trade settings set to buyprice Open.
Unfortunately, the backtester insists on using the Close, and I can't
figure out why that is.
--- In amibroker@xxxxxxxxxxxxxxx, "gonzagags" <gonzagags@xxx> wrote:
>
> Try in settings- trades, set in long trades buyprice in open..
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> 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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