Hi Aaron, and thanks for the suggestion.
What you are basically saying is that I can add some artificial pips to the
prices so that they take care of the commissions. Will that work if -for
example- the sell price I set is not within the range of the bar in which I
close? I thought Amibroker wouldn't allow me to do that, and that is why I
dismissed the idea originally when I coded the system.
The reason I ask is because the entry and exit prices of my systems are very
precise and I am working with 1-minute bars, so I have to be careful not to
alter them, it is price what determines when exactly I enter and exit a trade
(I am already using buyprice, shortprice, sellprice and coverprice for this).
If I alter -for example- sellprice as a way to include the commission and as a
result the closing condition is not met in that bar because the modified
sellprice falls out of the bar, I'd be getting different results. I can always
evaluate the condition first with an unaltered price, but I might find a case
in which the closing condition is met but the price at which I want to close
(now altered to include the spread) does not fall into the range of that
particular bar.
--- In amibroker@yahoogroups.com, Aron Pipa <aron.p...@...> wrote:
>
> Use buyprice and sellprice :
>
> Spread = 0.0002;
> Buyprice = close + spread;
> Sellprice = close - spread;
>
>
> On Sep 9, 2010, at 11:15 AM, "pipadder" <pipad...@...> wrote:
>
