Louis, you now assume your slippage to be 1%, which is a guess anyways. It differs per situation what your system considers to be the Buy/Sell Price and what you actually pay or get at the market. These are still two different things. I wouln't know how to calculate the real slippage, all you can do is comparing the difference over a period of time and take some kind of average.
Adrian --- In [email protected], Graham <[EMAIL PROTECTED]> wrote: > > turn off the option of PriceBoundChecking in the Analyser settings of in the AFL > > SetOption( "PriceBoundChecking", 0 ); > > -- > Cheers > Graham Kav > AFL Writing Service > http://www.aflwriting.com > > > 2008/7/2 Louis Préfontaine <[EMAIL PROTECTED]>: > > Hi, > > > > But is it possible to set the backtester to consider that the buyprice was > > let's say 1% higher than the Close on the bar the trade was made? > > > > That's what I tried to do. If it's complicated, I can live with this (well, > > I can at least try, since I believe I am still a beginner in understanding > > AFL), but I'd need to know if it is possible, and if yes, what can be a good > > start... > > > > Was I on the right track with > > > > SetTradeDelays( 1, 1, 1, 1 ); > > BuyPrice = c*1.01; > > SellPrice = c*0.99; > > > > Cause it does not work at all... > > > > Thanks again, > > > > Louis > > > > 2008/7/1 Graham <[EMAIL PROTECTED]>: > >> > >> Then you need to set out exactly what you need to do and write the afl to > >> match > >> It is all logical steps > >> I do it by writing down all the restrictions and possibilities and > >> what I need at the end and how I think is best way to achieve this > >> ......... in detail. There are no short cuts and can be very tedious. > >> I also more often than not write out a flow chart to map all > >> decisions, inputs, outputs, calculations etc. > >> > >> -- > >> > >> Cheers > >> Graham Kav > >> AFL Writing Service > >> http://www.aflwriting.com > >> > >> 2008/7/2 Louis Préfontaine <[EMAIL PROTECTED]>: > >> > Hi Adrian, > >> > > >> > Thanks for your suggestion. But still... How can I do this? I mean: I > >> > want to be precise. With the kind of markets I am in and what I am > >> > trying > >> > to do, precision is very important... I need to be able to set a > >> > particular % adjustment for particular situations... > >> > > >> > Louis > >> > > >> > 2008/7/1 tayamaan <[EMAIL PROTECTED]>: > >> >> > >> >> Hi, if you would really like to try to compensate for slippage, > >> >> adding this to your commissions as part of your transaction costs is > >> >> perhaps an idea. > >> >> > >> >> Adrian > >> >> > >> >> > Hi Graham, > >> >> > > >> >> > How can I put more information so that my buy price is 1% higher > >> >> than C and > >> >> > sell price 1% lower than C? > >> >> > > >> >> > Thanks, > >> >> > > >> >> > Louis > >> >> > > >> >> > 2008/7/1 Graham <kavemanperth@>: > >> >> > > >> >> > > Without more information on what you are trying to achieve > >> >> > > The price will be for the bar of actual entry C*1.01 or C*0.99 > >> >> > > > >> >> > > Also the prices may be outside than the bar range in which case > >> >> the > >> >> > > closer of high or low is used if you have the PriceBoundChecking > >> >> on > >> >> > > > >> >> > > -- > >> >> > > Cheers > >> >> > > Graham Kav > >> >> > > AFL Writing Service > >> >> > > http://www.aflwriting.com > >> >> > > > >> >> > > 2008/7/1 Louis Préfontaine <rockprog80@ <rockprog80% > >> >> 40gmail.com> > >> >> > > >: > >> >> > > > >> >> > > > Hi, > >> >> > > > > >> >> > > > I have been trying to set a formula for slippage: > >> >> > > > > >> >> > > > SetTradeDelays( 1, 1, 1, 1 ); > >> >> > > > > >> >> > > > BuyPrice = C*1.01; > >> >> > > > SellPrice = C*0.99; > >> >> > > > > >> >> > > > It doesn't work at all. I tried to write C*50 just for fun, but > >> >> it didn't > >> >> > > > change the buyprice at all. What can possibly be wrong? > >> >> > > > > >> >> > > > Thanks, > >> >> > > > > >> >> > > > Louis >
