|
PureBytes Links
Trading Reference Links
|
Hey Aron,
Inserting your slippage code into a simple MA cross test trading
system, simply zeros out the backtest report - i.e. no trades taken,
instead of the hundreds that were there before.
Do you currently successfully use the code?
Not sure where the bug is, if any, as backtester object programming is
a bit confusing for me. As far as I can tell, the code should do what
it's supposed to do.
--- In amibroker@xxxxxxxxxxxxxxx, Aron <aron.groups@xxx> wrote:
>
>
> > | *if* ( realexitPrice >= lo[bar]+ 0.5*spread && realexitprice <=
> > hi[bar]+0.5*spread)
> >
> > |
> |*correction: for charts based on Bidprice take out the 0.5 factor.
>
> if* ( realexitPrice >= lo[bar]+ spread && realexitprice <=
hi[bar]+spread)|
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
*********************************
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|