--- In [email protected], Howard B <howardba...@...> wrote: > > Greetings -- > > You may need to use bars with finer resolution. > > Any assumptions of the order of any prices other than Open and Close are > unreliable.
Hi Howard, thanks to drop by, I'm eagerly execting your next book. This question has been raised several times in this list, and I feel it deserves an answer not dictated by "the correct way to test on bar data" In my 2cents opinion, the question should be read as a "programming one": " Granted that any assumption about the chronological order of the bar (notice I used the word "bar", not "daily bar") could be wrong (*) and I will take full responsability of the consequences of this fact on my trading, is Amibroker able to do what the starter of this thread is asking?". My answer is: "Not without some complicated code in the CBT. In my tests, the use of "SetBacktestMode( backtestRegularRawMulti)" as advised in this thread doesn't solve this problem. Can anyone confirm my findings? Greetings, Angelo. (*) by the way, any test based on bar data in unreliable, because one is implicitly assuming se/she could get a trade for every tick of the bar.... and that's could be wrong too. So, if one really wants to be accurate, should only test on tick data....... but this is really out of the subject.
