From: Mike <sfclimbers@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tue, December 29, 2009 11:52:48 PM
Subject: [amibroker] Re: Backtester is opening positions at bar *low*, not at *close*
1. Changing *any* setting related to pricing can affect your trades. All it takes is one penny too little in your account to prevent the taking of a trade, which in turn would mean having more funds available for the next opportunities (i.e. able to take other trades) that would not have been there if the original trade were able to be taken at a penny less.
2. If you've confirmed that the AA Settings window has the trade price marked as Close, and that you have not put in an override in your AFL code (look for BuyPrice, SellPrice and Signal alteration in custom backtester code), then check too that you have not set any trade delays. A trade delay will cause the next bar(s) price to be used which will likely be different than that of the bar on which the signal was triggered.
Mike
--- In
amibroker@xxxxxxxxxxxxxxx, Potato Soup
<potatosoupz@xxx> wrote:
>
> 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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