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I tried using BuyPrice/SellPrice/ShortPrice/CoverPrice but the problem is it won't take values that fall outside the range of the Low and High for a bar. I can't think of any other way to trick it, any ideas?
From: Potato Soup <potatosoupz@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sat, December 26, 2009 1:27:54 AM
Subject: [amibroker] Does anyone do FX backtesting?
How do you handle pairs quoted against the dollar, such as USDCAD? To the backtester it will look like the symbol costs 1.0579, when in fact it costs .94520. Is there a way to fix this automatically, or do you test for this in the script by looking at the pair? And if the latter, how do you retrieve the price so that you can invert it?
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