[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Multiple & independent Buy/Sell



PureBytes Links

Trading Reference Links

Hi, Tomasz and all,

Other than not being able to pyramid (alas!), the Sell works well. 
Thanks.
Now, how if I want to add a loss stop at the signal day low - 0.125?

Example:

Day0 1 2 3 ... 20
Signal trigged
BUY @ signal day H + 0.125
enter a loss STOP @ signal day L - 0.125 GTC
Exit 20 days later if the loss STOP is 
not hit.

any time during these 20 days, if the price dips down lower than the 
signal day L - 0.125, the position is closed.

This loss STOP stays the same throughout the trade, but it is 
different from trade to trade depends on the signal day L.

Please advise.

Thomas


--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Hello,
> 
> You can have mutliple buy/sell signals
> for example:
> 
> Buy = Cross( Ultimate(), 50 );
> Sell = Ref( Buy, -20 ); 
> 
> A sell is generated 20 bars after each buy.
> 
> But... the backtester manages single active position on one stock
> at a time, so these multiple signals will not result in "pyramiding"
> of positions. 
> 
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
> 
> 
> ----- Original Message ----- 
> From: <tchan95014@xxxx>
> To: <amibroker@xxxx>
> Sent: Wednesday, November 21, 2001 6:05 AM
> Subject: [amibroker] Multiple & independent Buy/Sell
> 
> 
> > Hi, all,
> > 
> > Is it possible to have multiple BUY signals with each a separate 
SELL 
> > signal? All signals come out of the same system.
> > 
> > For example:
> > 
> > Day 0 1 2 3 4 5 6
> > BUY0 SELL0
> > BUY1 SELL1
> > BUY3 SELL3
> > BUY4 SELL4
> > 
> > In my code, the SELLx gets pushed back, so that BUY0, 1,,, do not 
> > have its own SELL signal.
> > 
> > 
> > Thomas
> > 
> > 
> > 
> > 
> > 
> > Your use of Yahoo! Groups is subject to 
http://docs.yahoo.com/info/terms/ 
> > 
> > 
> >