No need for custom backtesting code. Just take a single full size position and set the BuyPrice to the average of Open and Close.
Buy = ...; BuyPrice = (Open + Close) / 2; Mike --- In [email protected], "ta" <tagro...@...> wrote: > > I want to buy half position on the opening price and half position on the > closing price of the same bar. I have not been able to figure out how to > this. I tried the following two ways without success. Any help would be > appreciated. TIA > > > > for ( sig = bo.GetFirstSignal( i ); sig; sig = bo.GetNextSignal( i ) ) > > { > > // BuyPrice = Open; > > sig.price = Open; > > bo.EnterTrade( i, sig.Symbol, True, sig.price, > sig.PosSize/2, sig.PosScore, RoundLotSize = 1); > > // BuyPrice = Close; > > sig.price = Close; > > bo.EnterTrade( i, sig.Symbol, True, sig.price, > sig.PosSize/2, sig.PosScore, RoundLotSize = 1); > > > > } >
