I've always had the trade settings set to buyprice Open. Unfortunately, the backtester insists on using the Close, and I can't figure out why that is.
--- In [email protected], "gonzagags" <gonzag...@...> wrote: > > Try in settings- trades, set in long trades buyprice in open.. > > > --- In [email protected], "ozzyapeman" <zoopfree@> wrote: > > > > Hello, even though I have set Buyprice = Open; I noticed that the > > backtester report is displaying position sizes based on the Close of > > the bar. On some trades this makes a huge difference. > > > > I am backtesting Forex. And I imagine that when trading on the Open, > a > > broker like IB will use the dynamic price of the Open to calculate > the > > exchange rate and position size, since the Close price is not yet > > known at the time of the trade. > > > > So how do I force the backtester to mimic the above, and calculate > > position sizes based on Opens? Or is this not even an option? > > > > I looked up Setoption in the reference guide, and don't seem to see > an > > appropriate setting to switch. > > > > Any input appreciated. > > >
