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I'm new but I'll give it a shot from what I understand.
For back testing an EOD strategy, the real life trading scenario (different from back test land ![:-$]() ) is buying on "next day open" after trigger. Therefore SetTradeDelays(1,1,0,0); would be next day and "realistically" on market "open" price.
"Open" is the only known fact at the start of trading. The High, Low, Close are only known at the end of the day so can only be "realistically" traded next day.
All the criteria can be set in Automatic Analysis --> Settings --> Trades .
Hope this helps.
--- In amibroker@xxxxxxxxxxxxxxx, "fewy54" <fewy54@xxx> wrote:
>
> Hi, I have a question about using SetTradeDelays and if certain BuyPrice/SellPrice combinations are using future data.
>
> For example the buy condition on EOD of the system is hit using the following code would result in using future data to purchase at the open price.
>
> SetTradeDelays(0,0,0,0);
> BuyPrice = Open;
>
> But in the same scenario would this still be using future data to purchase?
>
> SetTradeDelays(0,0,0,0);
> BuyPrice = Close;
>
> What I want to ultimately do is purchase on the following data open, and sell at the close when the sell signal is hit. Would this be considered using future information?
>
> SetTradeDelays(1,0,0,0);
> BuyPrice = Open;
> Sell = Close;
>
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