[amibroker] Backtest using indicator values as buy/sell prices

 

Hi All,

I'd like to test how certain buy/sell rules perform on an indicator itself, using the indicator as price and not the stock price

For example, the buy/sell rules are:
 
buy=cross(indicator,MA(indicator,20));
sell=cross(MA(indicator,20),indicator);

Now I want the buy and sell prices to be the values of the indicator and not the stock prices

I tried to use:
buyprice=indicator;
sellprice=indicator;

but it didn't work

of course one can always create an artificial ticker by using AddtoComposite, then perform a backtest on it.
But I'm wondering if there is a better solution that doesn't require the use of Addto composite

Thanks

N.


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Posted by: namanh_ca@yahoo.ca
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