longarm61 wrote:
How would I have the backtester enter trades at the price of the
previous bar's high? My buy rules have me buying when the current
bar's high is higher than the previous bar's high, and I'd like to
enter at the actual trigger price (previous bar's high) rather than
the current bars high or open or close, etc.
According to the manual, it looks like this can be done via
"BuyPrice" but this AFL-illiterate can't figure out exactly how to
code it.
Thanks in advance,
Grant
|prev = Ref(*H*, -1);
*Buy* = Cross(*H*, prev);
*BuyPrice* = prev;|