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I just tried backtesting it on DJI stocks for 2005 and
no trades occured.
Eric
--- dweilmuenster95125 <dweilmuenster95125@xxxxxxxxx>
wrote:
> Hi,
>
> I'm trying to write a Backtest for a single symbol
> that Buys on the
> Close of each Day, and Sells on the next Open.
> (Sounds weird, but
> there's a good reason for the research.)
>
> Attached below is my code.
>
> It almost works, but Buys only every other day, not
> every day, and
> does exit on the next day's Open.
>
> Any suggestions?
>
> Thanks,
> David
>
------------------------------------------------------
>
>
> SetOption("InitialEquity",100000);
> SetOption("MaxOpenPositions",1);
> SetOption("MarginRequirement",100);
>
> SetOption("UsePrevBarEquityForPosSizing",False);
> SetOption("AllowPositionShrinking" , True);
> SetOption("AllowSameBarExit",False);
> SetOption("ActivateStopsImmediately" ,False);
> SetTradeDelays(0,0,0,0);
> BuyPrice = Close;
> SellPrice = Open;
> SetPositionSize(100,spsPercentOfEquity);
> RoundLotSize = 10;
>
> Buy = True;
> Sell = False;
> ApplyStop(3,2,0);
>
>
>
>
>
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