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RE: [amibroker] Re: changing entry price in CBT


  • Date: Mon, 15 Feb 2010 20:46:39 -0800
  • From: "ta" <tagroups@xxxxxxxxxxxxx>
  • Subject: RE: [amibroker] Re: changing entry price in CBT

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Mike

 

Thanks as usual for you help & support of this board. I have to use CBT. I code that provided is a partial code from a much more complex system. Any ideas on sig.price can be changed from within CBT? TIA

 

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Mike
Sent: Monday, February 15, 2010 8:22 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: changing entry price in CBT

 

 

No need for custom backtesting code. Just take a single full size position and set the BuyPrice to the average of Open and Close.

Buy = ...;
BuyPrice = (Open + Close) / 2;

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "ta" <tagroups@xxx> wrote:
>
> I want to buy half position on the opening price and half position on the
> closing price of the same bar. I have not been able to figure out how to
> this. I tried the following two ways without success. Any help would be
> appreciated. TIA
>
>
>
> for ( sig = bo.GetFirstSignal( i ); sig; sig = bo.GetNextSignal( i ) )
>
> {
>
> // BuyPrice = Open;
>
> sig.price = Open;
>
> bo.EnterTrade( i, sig.Symbol, True, sig.price,
> sig.PosSize/2, sig.PosScore, RoundLotSize = 1);
>
> // BuyPrice = Close;
>
> sig.price = Close;
>
> bo.EnterTrade( i, sig.Symbol, True, sig.price,
> sig.PosSize/2, sig.PosScore, RoundLotSize = 1);
>
>
>
> }
>



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