I noticed that AB would just buy at the Low price of the day if my BuyPrice was too low, if I turned on SetTradeDelays. That just seemed silly to me since no one can get those levels.
I like to enter a trade NOT at the open or close of the next trading day but at a certain price level. I like the backtester to eliminate those trades that wouldn't go through of course. Any help would be greatly appreciated.. --- In [email protected], "Steve Dugas" <sjdu...@...> wrote: > > Hi - What exactly are you trying to do? > > You can set trade prices to whatever you want by defining the > BuyPrice / SellPrice / ShortPrice / CoverPrice variables. > With price bound checking set to False, AB will use your defined prices. > When you turn price bound checking on, AB will verify that your trade price > is within the ticker's actual High-Low range and if it isn't AB will > substitute a legitimate price ( within actual range ). > > Steve > > ----- Original Message ----- > From: "Andy" <se...@...> > To: <[email protected]> > Sent: Friday, January 16, 2009 7:32 PM > Subject: [amibroker] Re: Finding next day signals > > > > SetOption("PriceBoundChecking", True) doses't really work like it's > > suppose to do. That would be a nice future feature of Amibroker to > > have actually. > > > > I like to enter a trade NOT at the open or close of the next trading > > day but with a certain price level. I like the backtester to > > eliminate those trades that wouldn't go through of course. Any help > > would be greatly appreciated.. > > > > Three > > > > > > > > --- In [email protected], "Andy" <senft@> wrote: > >> > >> Okay, I think I'm getting closer thankful to the Yahoo Search engine > >> that now works. > >> > >> I'm now using the SetTradeDelays function so that the backtester will > >> trade the following day. I have the revised code below thinking that > >> this will backtest using today's signals to either buy or sell > >> tomorrow using tomorrow's price targets. The AmiBroker explorer > >> function will report Next Day's Target prices every day. Is the > >> below code legit for this? Am I missing something or do you have an > >> comments? > >> > >> Thank you! > >> > >> Three > >> > >> > >> > >> > >> // Simple ATR Script by Andrew Senft > >> // > >> > >> // One position at a time > >> SetOption("MaxOpenPositions", 1 ); > >> > >> // Trade tomorrow > >> SetTradeDelays(1,1,0,0); > >> > >> // Make sure that tomorrow's price is tradable > >> SetOption("PriceBoundChecking", True); > >> > >> // Optimization > >> BuyOffSet = 2; //Optimize("BuyOffSet",2,1,20,1); > >> BuyATRPeriod = 1; //Optimize("BuyATRPeriod",1,1,5,1); > >> ATRMultiplier = 1; //Optimize("ATRMultiplier",1,0.7,1.20,.1); > >> > >> // ATR funciton > >> Graph8 = HHV(High - ATRMultiplier * ATR(BuyATRPeriod), BuyOffset); > >> > >> // Finding a Buy or Sell signal > >> Buy = Cross(Close,Graph8); > >> Sell = Cross(Graph8,Close); > >> > >> // Either Buy or Sell it > >> Buy = ExRem(Buy,Sell); > >> Sell = ExRem(Sell,Buy); > >> > >> // Tomorrow's target prices > >> BuyPrice = Ref(Graph8,-1); > >> SellPrice = Ref(Graph8,-1); > >> > >> // Explore reporting every trading day > >> Filter=(1); > >> AddColumn( IIf(Buy==1,1,IIf(Sell==1,-1,0) ), "Long/Sell", 1.0); > >> AddColumn( BuyPrice, "Tomorrow's Target Price"); > >> AddColumn( Graph8, "Today's Target Price" ); > >> AddColumn( ATR(BuyATRPeriod), "ATR " ); > >> AddColumn( O, "Open "); > >> AddColumn( H, "High "); > >> AddColumn( L, "Low "); > >> AddColumn( C, "Close "); > >>
