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Thank you Dima! Such opinions are very encouraging!
It seems that you will quickly become AFL expert :-)
Thank you again for choosing AmiBroker.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: <rasnitsyn@xxxx>
To: <amibroker@xxxxxxxxxxx>
Sent: Friday, January 05, 2001 16:39
Subject: [amibroker] Re: Profit Taking?
Tomasz,
You know, AFL is great!
It took me less then 2 evenings to implement all this functionality
using AFL...
Thank you very much for the wonderful tool,
Dima.
--- In amibroker@xxxxxxxxxxx, "Dima Rasnitsyn" <rasnitsyn@xxxx> wrote:
> Hello Tomasz and all!
>
> Happy New Year, new Century, and New Millennium!
>
> I think the following additions will improve the Back-testing
feature of
> AmiBroker:
> 1) Ability to specify buy and sell price. Something like 'buyprice'
and
> 'sellprice' arrays (My apology for repeating this request - it was
> previously expressed in the message sent directly to Tomasz)
> 2) Separate offsetting position from opening another one. I mean
ability to
> separate sell closing long position from sell opening a short
position.
> Without this feature I do not thing it's possible to test longs and
shorts
> in one shot.
> 3) Ability to filter out excessive buy and sell signals, i.e. the
repetitive
> signals which are ignored by the back-testing system, but still
displayed by
> Guru Commentary. This is important if my stop loss or target is
calculated
> based on the entry price. Any excessive buy/sell signals (even if
they are
> ignored by the back-testing system) result in recalculation of that
value.
> 4) Ability to fill the array with particular value starting from
the date
> when another array has 'true' value. This is important for
implementation of
> trailing stop losses.
> 5) Ability to specify programmatically whether the repetitive
buys/sells
> (i.e. multiple buys before the first sell) should be ignored.
Sometimes one
> would like to add to the position when additional entry signal is
> generated). It'd be also good to be able to specify what to do if
buy and
> sell signals happen at the same day (this can happen if your exit
criteria
> is based on the specific target price or the number of days since
entering
> the trade)
>
> Probably some of the requested features can be implemented using
the current
> AFL functionality. It would be great if you can point me out for
the way to
> do it.
>
> Thank you,
> Dima.
>
> -----Original Message-----
> From: Tomasz Janeczko [mailto:tjaneczk@x...]
> Sent: Friday, December 29, 2000 4:39 AM
> To: amibroker@xxxxxxxxxxx
> Subject: Re: [amibroker] Profit Taking?
>
>
>
> Hello,
>
> > My question is this: Is there a way to have AmiBroker set the
sell
> > price at the profit level, instead of the close, high, low, etc.
of
> > the day? For example if I buy at the close when XYZ = 100, and
> > profit level is 3%, I want to sell at 103. If the next day the
high
> > of the day was higher than 103 (say 105), but the close was 102,
> > AmiBroker sells me at 102, NOT 103 (my intended profit taking
level).
> Currently you can only set your exit price at one of
open,close,high,low
> ("Settings" button in Auto-Analysis)
> "Intra-day" stops will be implemented in the future.
>
> BTW: I received some valuable feedback from all of you about
> back-testing feature of AmiBroker - thank you and still want to
hear more!!!
> If you have any idea for improving back testing module (or any other
> part of AmiBroker) please don't hesitate to write me.
> Also - I have to update TODO list on my site since it is now
obsolete.
> A new version which is coming in January has a lot of features not
included
> on the to-do list. These are mostly the things that all of you
suggested!
>
> > BTW, I love this software!!!
> Thanks! I hope that you will love it more seeing all your wishes
coming up
> in the future versions !!!
>
>
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
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