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[amibroker] Re: Actual trade bar



PureBytes Links

Trading Reference Links

You can get the bar index of the trade by using ValueWhen and the trade's entry date as follows (from within custom backtester code):

    bars = BarIndex(); 
    dates = DateTime();
    bo = GetBacktesterObject();

    ...

    for ( trade = bo.getFirstOpenPos(); trade; trade = bo.getNextOpenPos() ) 
    { 
        entryBar = LastValue( ValueWhen( trade.EntryDateTime == dates, bars ) ); 

     ...

There may be a better way of handling your stop loss, but the above should should at least answer your question.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "broman1003" <fredrik_broman1003@xxx> wrote:
>
> Hi,
> I would like to get hold of the bar where a trade was entered when backtesting.
> The reason I need it is that I would like to implement a trailing SL that is depending on the highest value the price has hit since the trade was initiated.
> 
> All hints are appreciated.
> Thanks,
> /Fredrik
>




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