I've been backtesting with amibroker for the past few days and I just hit a wall in my simple coding.
I am using 15 days of intraday data (15min).
Buy = Cross(RSI(C,6),15);
Sell = Cross(85,RSI(C,6) AND Ref(Close,-1)>BuyPrice*1.01;
1. One of my two sell condition is to have the exit price > entry price*1.01. In my results some exit prices are still below the entry prices and I've no idea why For example it bought at 5.03 and sold at 4.25!
I am starting to guess that the BuyPrice is not the entry price of my actual trade (5.03)
2. It is possible to test 5min intraday? In the settings periodicity I see only 15min and 20 min?
Any help will be greatly appreciated,