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Amibroker and backtesting UK stocks priced in pennies

Discussion in 'Software and Data' started by chipotle, Oct 27, 2019.

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  1. chipotle

    chipotle

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    Hi.

    I've tried all I can but can't find a solution to this. Can anybody help please?

    • I'm trying to backtest UK stocks
    • UK stocks are priced in pennies eg BHP on the London market is displayed and priced at 1657 (16 pounds and 57 pennies)
    • I run a backtest and say this position size is for $5000 of BHP.
    • Amibroker backtest showss 3 shares bought as it doesn't know that the price is in pennies (whereas it should be buying 300 shares)
    Unfortunately all of my data is a daily ASCII import and I'm trying to backtest 10 years of data so I can't even try and insert decimal points in each daily text file.

    Does anybody know of a workaround in Amibroker or elsewhere to counter this decimal issue?

    Thanks!
     
  2. chipotle

    chipotle

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    Just to answer my own question I increased my equity by 100 and also my commision per trade by 100.
    This seems to be a workaround.
     
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