Author Topic: Backtesting Help  (Read 64 times)

sunilnagmal

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Backtesting Help
« on: November 03, 2017, 04:12:20 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.

Regards,
Sunil Nagmal