Rank: Newbie
Groups: Registered, Registered Users Joined: 6/6/2006(UTC) Posts: 4 Location: Isle of Man
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Make available the original entry price of a trade for use with the system testing "sell to close" and "buy to cover" order rules
It seems there is no easy reference to the entry price of trades executed when writing system tests in Metastock. It is not possible to write an exit formula with reference to the entry price of the trade.......... unless you use a series of convoluted, ifs ors value whens and prevs to calculate back to the original entry price.
Simulation functions seem to grind to a halt when backtesting more than a few hundred bars of data.
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