Backtesting entry options

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  • #54463
    Steve
    • Topics: 15
    • Replies: 20
    • Posts: 35

    I see in the backtester that entry can be made at either:

    1. Signal day close
    2. Next day open
    3. Signal

    Is there any way that I can use the break of the high (or low) of the signal bar as an entry instead?

    ie if bar(1) is the signal bar, and the high of bar(0) is > high of bar (1) then the entry is calculated as the high of bar(1) + 0.01 (as example).

    Or even an entry at the close of bar(1) + 0.05 etc.  (ie following the close of the signal bar, the stock has continued in the desired direction).

     

    Thanks

    Steve

     

    #54485
    Matthew
    • Topics: 5
    • Replies: 602
    • Posts: 607
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