and here are all my other options set in the AFL.
I can't see how
any of them would force the backtester to use Close
prices, but maybe one
option does?
SetBarsRequired( 10000, 0 );
SetOption(
"AccountMargin", 100 );
SetOption( "ActivateStopsImmediately",
True );
SetOption( "AllowPositionShrinking", False );
SetOption(
"AllowSameBarExit", True );
SetOption( "CommissionAmount", 3.00
);
SetOption( "CommissionMode", 2 );
SetOption(
"FuturesMode", 1 );
SetOption( "InitialEquity", 100000 );
SetOption( "InterestRate", 0 );
SetOption(
"MaxOpenPositions", 1 );
SetOption( "MinPosValue", 0 );
SetOption( "MinShares", 1 );
SetOption( "PriceBoundChecking",
True );
SetOption( "ReverseSignalForcesExit", False );
SetOption(
"UsePrevBarEquityForPosSizing", False );
SetTradeDelays( 0, 0,
0, 0 );
SetPositionSize( 1, spsShares );
--- In amibroker@xxxxxxxxxps.com,
"ozzyapeman" <zoopfree@xx.> wrote:
>
> Buyprices set in
AFL formula are all Open:
>
> BuyPrice = Open;
> ShortPrice
= Open;
> SellPrice = Open;
> CoverPrice = Open;
>
>
very wierd...
>
>
> --- In amibroker@xxxxxxxxxps.com,
"Anthony Faragasso" <ajf1111@> 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@xxxxxxxxxps.com
> > 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@xxxxxxxxxps.com,
"gonzagags" <gonzagags@> wrote:
> > >
> > > Try
in settings- trades, set in long trades buyprice in open..
> > >
> > >
> > > --- In amibroker@xxxxxxxxxps.com,
"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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>
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7:07 AM
> >
>