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With BuyPrice you can define the entry price. However, you have to be
carefully, because basically you can define any price. Here is a simple way
without slippage:
Buy = High > ref(High, -1);
BuyPrice = max(ref(High, -1), Open);
Thomas Zmuck
www.PatternExplorer.com
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of longarm61
Sent: Wednesday, January 28, 2009 10:16 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Enter Trades At Price of Previous Bar's High
How would I have the backtester enter trades at the price of the
previous bar's high? My buy rules have me buying when the current
bar's high is higher than the previous bar's high, and I'd like to
enter at the actual trigger price (previous bar's high) rather than
the current bars high or open or close, etc.
According to the manual, it looks like this can be done via
"BuyPrice" but this AFL-illiterate can't figure out exactly how to
code it.
Thanks in advance,
Grant
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