Re: [amibroker] Testing Spreads

[<jcasavant@xxxxxxxxxxx>]

jayson
> 
> From: "Arold" <arold_ite@xxxxxxxxx>
> Date: 2004/02/15 Sun PM 02:45:46 CST
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Testing Spreads
> 
> 



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Hi, is there any way to include the Bid & Ask price into backtesting?

Of course, I understand that this information isn't available as it 
isn't built into the price data.  But, I'm testing ONLY for DOW 
Futures and I know that the spread will always be one point either 
way of the mid-price.

Is there any way in AFL that I could build this into my backtest?

Thanks
Arold





Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
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Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html