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> Glen wrote:
> > snip...Joe, you're correct that System Tester only permits entry and
> > exit on the open or close (actually high and low, too, but that's not
> > realistic). Would you expand on your volatility breakout entry's
> > parameters, please? I think its coding is quite feasible.....snip
>
> =================
>
> Thanks Glen. Lets say I want to buy on a stop entry at the previous days
> high... can you get the system tester to assume a stop entry if you use
> HHV(high,1) as the breakout point? Thanks.
Your entry would certainly be triggered, but System Tester would record
the entry price as the open, high, low or close (depending on your System
Tester settings). I suppose you could write a little indicator to plot the
actual entry price based on your buy stop parameter, then copy the
indicator's data and the System Tester's trade detail to Excel and
recompute the results in Excel. Kinda' labour intensive, but the
accuracy might be necessary.
Note that exits are also recorded at the O,H,L,C, unless you use the
built-in stop function, which can be set to exit at the stop price.
Regards.
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