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Hello,
ceil may be higher than high, that's why.
Please read the manual
http://www.amibroker.com/guide/h_backtest.html
Quote:
"During back-testing AmiBroker will check if the values you assigned to buyprice, sellprice, shortprice, coverprice fit into
high-low range of given bar. If not, AmiBroker will adjust it to high price (if price array value is higher than high) or to the low
price (if price array value is lower than low)"
You can turn that behaviour off using
http://www.amibroker.com/f?setoption
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "only_accept_the_real_thing" <olivermannion@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, June 08, 2009 11:12 AM
Subject: [amibroker] Equity(1) modifies sell price ignoring ceil
> Hi,
>
> Running the code below on price data that includes decimals, the SellPrice used is the Close price (with decimals) rather than the
> ceil price.
>
> If SellPrice is changed to round(C) it is correctly rounded, so why doesn't ceil(C) work??
>
>
> NB: Remove Equity(1) and the SellPrice is correctly ceil(C).
>
>
> ------
> BuyPrice = Open;
> SellPrice = ceil(C);
>
> Equity(1);
>
> // Extra columns to display in Exploration
> Filter=1;
> AddColumn(Open,"Open");
> AddColumn(High,"High");
> AddColumn(Low,"Low");
> AddColumn(Close,"Close");
> AddColumn(BuyPrice,"BuyPrice");
> AddColumn(SellPrice,"SellPrice");
>
>
>
>
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
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>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> Yahoo! Groups Links
>
>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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