Hi, I have some difficulty in setting up the trade price in the backtest report .
Say I have a simple intraday system, buy when the price cross up the 10 unit moving average, and sell when the price cross below the 50 unit moving average on a 1-minute chart. Now I hope the backtest report will report the buy/sell trade price as the price level at which the ma10 or ma50 is crossed , rather than the OHLC price or the average price of the bar when the moving average is crossed. Is there a way to achieving this in the backtest analysis ?
