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[amibroker] Problems with Buyprice = Open in Backtesting


  • Date: Mon, 04 Jan 2010 15:40:22 -0000
  • From: "kurt.pfingst" <Kurt.Pfingst@xxxxxx>
  • Subject: [amibroker] Problems with Buyprice = Open in Backtesting

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Hi all,

when I backtest a system using the DJI Index I get a strange result with the Buyprice ( which is set to Open ). A buy signal is generated on 07/30/2009. A buy transaction is triggered on 07/31/2009. The open price at that date was 9154,61. Backtesting shows a price of 993.18 for 1 share. Does anybody have an idea what is going wrong here? Thank you for a short comment.

Kind regards,

Kurt



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