Mike
Thanks as usual for you help & support of this board. I have to use CBT. I code that provided is a partial code from a much more complex system. Any ideas on sig.price can be changed from within CBT? TIA From: [email protected] [mailto:[email protected]] On Behalf Of Mike Sent: Monday, February 15, 2010 8:22 PM To: [email protected] Subject: [amibroker] Re: changing entry price in CBT 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] <mailto:amibroker%40yahoogroups.com> , "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); > > > > } >
