Could you run a dummy backtest using the current settings and maybe post the report ?
----- Original Message ----- From: ozzyapeman To: [email protected] Sent: Wednesday, January 21, 2009 4:46 PM Subject: [amibroker] Re: How to force Backtester to Calculate Position Size on Open Price? and here are all my other options set in the AFL. I can't see how any of them would force the backtester to use Close prices, but maybe one option does? SetBarsRequired( 10000, 0 ); SetOption( "AccountMargin", 100 ); SetOption( "ActivateStopsImmediately", True ); SetOption( "AllowPositionShrinking", False ); SetOption( "AllowSameBarExit", True ); SetOption( "CommissionAmount", 3.00 ); SetOption( "CommissionMode", 2 ); SetOption( "FuturesMode", 1 ); SetOption( "InitialEquity", 100000 ); SetOption( "InterestRate", 0 ); SetOption( "MaxOpenPositions", 1 ); SetOption( "MinPosValue", 0 ); SetOption( "MinShares", 1 ); SetOption( "PriceBoundChecking", True ); SetOption( "ReverseSignalForcesExit", False ); SetOption( "UsePrevBarEquityForPosSizing", False ); SetTradeDelays( 0, 0, 0, 0 ); SetPositionSize( 1, spsShares ); --- In [email protected], "ozzyapeman" <zoopf...@...> wrote: > > Buyprices set in AFL formula are all Open: > > BuyPrice = Open; > ShortPrice = Open; > SellPrice = Open; > CoverPrice = Open; > > very wierd... > > > --- In [email protected], "Anthony Faragasso" <ajf1111@> wrote: > > > > Is there anywhere in your code formula that you may be specifying a > different buyprice....because I believe the formula overrides the > settings in the preference window.. > > > > Anthony > > > > > > ----- Original Message ----- > > From: ozzyapeman > > To: [email protected] > > Sent: Wednesday, January 21, 2009 3:41 PM > > Subject: [amibroker] Re: How to force Backtester to Calculate > Position Size on Open Price? > > > > > > 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" <gonzagags@> 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. > > > > > > > > > > > > > > > > > > > > > > ---------------------------------------------------------- > > > > > > > > No virus found in this incoming message. > > Checked by AVG - http://www.avg.com > > Version: 8.0.176 / Virus Database: 270.10.10/1906 - Release Date: > 1/21/2009 7:07 AM > > > ------------------------------------------------------------------------------ No virus found in this incoming message. Checked by AVG - http://www.avg.com Version: 8.0.176 / Virus Database: 270.10.10/1906 - Release Date: 1/21/2009 7:07 AM
