Author Topic: Backtesting Help  (Read 1220 times)


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Backtesting Help
« on: November 03, 2017, 04:11:23 am »
Hi I have a AFL strategy and signal is generated in the middle of the day say 9:15 am open 1000 and buy signal generated at 11:00 AM 1100.

While backtesting on daily buy is taken as open price of day whereas i want the buy price to be signal generated price.

Also once a buy signal is generated consecutive another buy after days is also genereated some times how i can modify code to show only 1st signal or supress another buy signal till there one open buy signal.

Any help would be much appreciated
Thanx in advance.

Sunil Nagmal