The only way Tradestation can do this accurately is by use of intraday data. Using EOD data its only a guess. If you use intraday data then Amibroker can do it as well.
d > -----Original Message----- > From: [email protected] > [mailto:[EMAIL PROTECTED] On Behalf Of pmxgs > Sent: Saturday, February 17, 2007 8:26 PM > To: [email protected] > Subject: [amibroker] Backtesting Calculation > > Hi, > > I'm searching for a back testing software and I'm positively > impressed with amibroker. > But there's one thing that i would like to know. > When amibroker back tests some strategy can we select if inside bar > data is evaluated? > For example , imagine that my trading system evaluates daily bars and > has a limit take profit order for a stock at $50 and a stop loss > order at $46. This bar opened and closed at $48 with high at 51 and > low at 45. > How does amibroker know which one was hit first. The high or the low? > As long as there is intrabar data available this should be considered > when back testing results are being calculated, otherwise the results > will not be correct. > Tradestation has this feature (look inside bar feature), have a look > here: www.adest.com.au/software/tradestation%202000i.htm > > Hope someone can answer me, > thanks > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > >
