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[amibroker] Re: changing entry price in CBT


  • Date: Tue, 16 Feb 2010 04:21:59 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: changing entry price in CBT

PureBytes Links

Trading Reference Links

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 amibroker@xxxxxxxxxxxxxxx, "ta" <tagroups@xxx> 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);
> 
>  
> 
> }
>




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