I've been messing about with AB for a month or so and have run into the following issue that happens with every system I try. Apologies if my terminology is incorrect.
With BuyPrice or SellPrice = Open the Scan always shows the trade at the Closing price and not the Open. The SetTradeDelays parameters are also igored and I always get the trade on the next day at Close. If I remove the BuyPrice and SetTradeDelays statements from the AFL code and attempt to get this to work using the Trades tab in Backtester Setting the result is still the same, trade is always next day at Close.
Using AB 5.3 and EOD data.
Any help would be much appreciated. Thanks