Herman, can BuyPrice/SellPrice be any array, or does it need to be related to the OHLC-arrays of the security which is being backtested?
Reason for asking: for some secs I have a total-return serie which I'd like to use for trades, but I always assumed this was not possible if it is not imported under the OHLC fields (which is why I used ATC). Thx, PS --- In [email protected], "Herman" <[EMAIL PROTECTED]> wrote: > > If i understand you correctly you want to assign prices to the BuyPrice and > SellPrice: > > > > S1 = MA(O,10); > > S2 = MA(O,50); > > Buy = Cross( H, S1); > > BuyPrice = S1; > > Sell = Cross( S2, L); > > SellPrice = S2; > > Short = Cover = 0; > > Equity(1); > > Plot(S1,"",4,1); > > Plot(S2,"",6,1); > > Plot(C,"",1,128); > > PlotShapes(IIf(Buy,shapeSmallUpTriangle,shapeNone),5,0,BuyPrice,0); > PlotShapes(IIf (Sell,shapeHollowDownTriangle,shapeNone),4,0,SellPrice,0); > > Happy New Year! > > herman > > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] > Behalf Of itmwh > Sent: January 1, 2007 10:09 AM > To: [email protected] > Subject: [amibroker] How to report intra-bar trade price in Backtest > Report > > > 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 ? > > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links >
