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Buyprices set in AFL formula are all Open:
BuyPrice = Open;
ShortPrice = Open;
SellPrice = Open;
CoverPrice = Open;
very wierd...
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxx> wrote:
>
> Is there anywhere in your code formula that you may be specifying a
different buyprice....because I believe the formula overrides the
settings in the preference window..
>
> Anthony
>
>
> ----- Original Message -----
> From: ozzyapeman
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, January 21, 2009 3:41 PM
> Subject: [amibroker] Re: How to force Backtester to Calculate
Position Size on Open Price?
>
>
> 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@> 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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