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I thought I remember you implementing a buy condition that looks froward a day and rejects the signal if the low on entry day is above the previous close plus %3 (or whatever your limit is). Does this not achieve what you want, or do you dislike that Amibroker will forever complain that your code has a future leak?A couple of things to consider (which you probably already have, but for anyone newer who might be following along) - You are simulating missing some trades by randomly missing 20% of entry signals. Something to be careful of is that in reality you aren't missing random trades, you are missing a very specific type of trade. The trades that gap up on open and don't look back. It's worth checking how many of your winners start this way.Another slight difference is that when you miss a trade in reality you are a position short and not fully invested. In your simulation that randomly skips signals you will still get allocated the full number of positions, just not the ones you ideally wanted (assuming you have enough remaining signals that is). I've never used the custom backtester, I have no idea if it's possible to leave positions unfilled if a signal is skipped.
I thought I remember you implementing a buy condition that looks froward a day and rejects the signal if the low on entry day is above the previous close plus %3 (or whatever your limit is). Does this not achieve what you want, or do you dislike that Amibroker will forever complain that your code has a future leak?
A couple of things to consider (which you probably already have, but for anyone newer who might be following along) - You are simulating missing some trades by randomly missing 20% of entry signals. Something to be careful of is that in reality you aren't missing random trades, you are missing a very specific type of trade. The trades that gap up on open and don't look back. It's worth checking how many of your winners start this way.
Another slight difference is that when you miss a trade in reality you are a position short and not fully invested. In your simulation that randomly skips signals you will still get allocated the full number of positions, just not the ones you ideally wanted (assuming you have enough remaining signals that is). I've never used the custom backtester, I have no idea if it's possible to leave positions unfilled if a signal is skipped.
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