if this is just for back testing then add a condition that checks that the next bars range covers your trigger price
-- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com 2009/1/17 Steve Dugas <[email protected]>: > 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" <[email protected]> > 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" <se...@...> 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 "); >>>
