Hello,
It does not matter that it is part of "complex system". The entry price
is still assignable without
CBT
BuyPrice = ... ANY PRICE YOU WANT...
Of course it can be done using CBT via Sig.Price assignment but WHY make
things harder when they are as
easy as single line above?
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-02-16 05:46, ta wrote:
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);
>
>
>
> }
>
