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Unfortunately I have to resume the topic since it occured that funtion "setoption" - "priceboundchecking" solves only the problem of regular entries/exits prices and it doesn't affect "applystop" function. Is there any way of "forcing" stops' prices to follow "priceboundchecking" utility when using "applystop"? Or will I have to resign from "applystop" and compose my own stop loss code in order to define trade prices considering slipagge?
--- In amibroker@xxxxxxxxxxxxxxx, "tf28373" <tomfid@xxx> wrote:
>
> That's it!
>
> Thanks
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@> 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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