Hi Louis --
Perhaps write a simple loop?
for (i=0; i<BarCount; i++)
{
// test to see if there was a Buy on this bar
// and if there was, adjust BuyPrice
if (Buy[i] == 1)
{
BuyPrice[i] = 1.01*BuyPrice[i];
}
}
Or am I missing something?
Thanks,
Howard
On Tue, Jul 1, 2008 at 9:27 PM, tayamaan <[EMAIL PROTECTED]> wrote:
> 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] <amibroker%40yahoogroups.com>, 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
> >
>
>
>
