can any1 help me in implementing "look inside the bar" feature in backtesting.
suppose my system buy when prices cross above ema 14 with stop loss at ema 22 in daily timeframe. in real time i want to execute the order as soon as i get the signal .
but backtesting does not consider intrabar movement.it only consider if closing price of day satisfies my condition. so my idea is to develop an afl to backtest the above system which can consider finer resolution data(suppose 1 min) to look what was happening inside bar. so we can get realistic picture of system performance.
above feature is called by different name in different software-
for ex multichart call it bar magnifier, tradestation call it "look inside the bar" ..or tick by tick backtesting.
pls some1 help me to implement this backtesting feature in amibroker.
thnx
suppose my system buy when prices cross above ema 14 with stop loss at ema 22 in daily timeframe. in real time i want to execute the order as soon as i get the signal .
but backtesting does not consider intrabar movement.it only consider if closing price of day satisfies my condition. so my idea is to develop an afl to backtest the above system which can consider finer resolution data(suppose 1 min) to look what was happening inside bar. so we can get realistic picture of system performance.
above feature is called by different name in different software-
for ex multichart call it bar magnifier, tradestation call it "look inside the bar" ..or tick by tick backtesting.
pls some1 help me to implement this backtesting feature in amibroker.
thnx