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

[Tomasz Janeczko <groups@xxxxxxxxxxxxx>]

Hello,

It does not matter that it is part of "complex system". The entry price is still assignable without
CBT
BuyPrice = ... ANY PRICE YOU WANT...

Of course it can be done using CBT via Sig.Price assignment but WHY make things harder when they are as
easy as single line above?

Best regards,
Tomasz Janeczko
amibroker.com

On 2010-02-16 05:46, ta wrote:

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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