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[amibroker] Backtester is opening positions at bar *low*, not at *close*


  • Date: Tue, 29 Dec 2009 19:17:03 -0800 (PST)
  • From: Potato Soup <potatosoupz@xxxxxxxxx>
  • Subject: [amibroker] Backtester is opening positions at bar *low*, not at *close*

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Now this is really weird. I just ran the backtester again and also noticed that the trade opening and closing is happening on the LOW of bars that have signals, not on the CLOSE, as I've defined it in the settings for the backtester. I have it set to execute trades on Close for all four parameters (buy,sell,short,cover).

Why would this be happening? I haven't overriden it in my AFL either. It's completely throwing off the results of the test. Obviously there's no way to know what the low of a bar would be until the bar is complete, and in the past.



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