Hi,
I am testing an intrday trading system where I place a buy order and
a short order together on the 14:00 bar. I then set a stop loss for
each order at 20 points and a take profit order at 10 points.
However, Amibroker doesn't seem to execute both buy and sell orders
on this bar in the backtester. It only executes a buy or a sell
order, and never both at 14:00 - even though there are valid short
and long entries on the 14:00 bar.
Can anyone help,
Alex
Here is a summary of my system, as the system code is very long:
[on 14:00 bar]
Buy = 1;
Short = 1;
BuyPrice = Open + 2 points;
ShortPrice = Open - 2 points;
[for every bar after 14:00 each day]
Sell if low of bar < LongStopLoss
sell if high of bar > LongTakeProfit
cover if high of bar > ShortStopLoss
cover if low of bar < ShortTakeProfit
