Backtest buy at the ask or buy at the bid with queue position ?

NexusFi · 2012-07-04T17:30:19-04:00

Does Amibroker allow (1) buying at the ask with millisecond based trade delays when some of the logic is tick based (timeframemode(2)) ? (2) Buying at the bid (again with delays) and also taking into account queue position ? If not could a user write an extension to do so ?

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Updated July 4, 2012

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Backtest buy at the ask or buy at the bid with queue position ?

July 4th, 2012, 05:30 PM	#1 (permalink)
bidask201 New York, NY/USA Posts: 11 since May 2012 Thanks Given: 1 Thanks Received: 6	Does Amibroker allow (1) buying at the ask with millisecond based trade delays when some of the logic is tick based (timeframemode(2)) ? (2) Buying at the bid (again with delays) and also taking into account queue position ? If not could a user write an extension to do so ?

Last Updated on July 4, 2012

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