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That's it!
Thanks
--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx> wrote:
>
> hi,
>
> have a look here:
>
> http://www.amibroker.com/guide/afl/setoption.html
>
> look at: "PriceBoundChecking"
>
> regards, Ed
>
>
>
> ----- Original Message -----
> From: tf28373
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Tuesday, September 15, 2009 11:49 AM
> Subject: [amibroker] own trade prices
>
>
> 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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