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Hi
I pretend to define my own trade prices so as the procedure would include recognizing if there is a price gap, slipagge, etc. However, Amibroker follow my ideas only sometimes ex. if candle range is L=1600 pts and H=1610 pts and according to my formula the trade price should be 1612, the backtester will set it at 1610 anyway which is maximum level of the candle.
How to avoid that? And how to implement such a solution when using ApplyStop function?
I will be grateful for any advice :)
Regards
Tomasz
PS. The part of my code refering to this issue looks as follows:
BuyPrice=IIf(Ref(C,-1)<max AND O>max,O+2,max+2);
SellPrice=IIf(Ref(C,-1)>min AND O<min,O-2,min-2);
where "IIf" check prices for gaps; "max" is upper level of the channel, giving buy signal when broken upwards; "min" - bottom level, finishing the trade when broken; finally - as you can see - I assume 2 pts slipagge for each opening/closing signal.
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