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If a buy signal were to come today, I would buy tomorrow when the high of today is crossed,
If a sell signal were to come today, I would sell tomorrow when the low to today is crossed,
When I put this in AA Settings as per the attached, I get strange results.
If instance for ABGX:
Buy signal on 4/10/02 High = 16.64 and a Sell siganl on 4/19/02 Low = 16.21 this should have been a loss of 41 cents per share, plus transaction cost of $100 ( I use $50 comm/slippage per trade). Based on my system I would have bought 1202 shares on 4/10/02. 1202 * $0.42 = 504.84 add the $100 transaction, the loss should have been 604.84, yet the system shows a loss of 616.83. Now I am going to short tomorrow if the low of 16.21 is crossed, my system correctly shows that I am short today 1234 shares, but it shows a current loss for this trade of 1703.30. ABGX closed Friday at 16.21. The correct current loss is 1234 * $.08 = 98.72 plus the initial transaction cost of $50, the "loss" should show 148.72.
Is there a better way to do this? Can these rules be a part of the AFL formula?
I have PositionSize = 20000 in the AFL forumula, so it is the same as theAA Settings.
Thanks for your help.
Larry M. Powell
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<DIV><FONT face=Arial size=2>I am trying to get AA Settings to trade as
follows: </FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>If a buy signal were to come today, I would buy
tomorrow when the high of today is crossed,</FONT></DIV>
<DIV><FONT face=Arial size=2>If a sell signal were to come today, I would sell
tomorrow when the low to today is crossed,</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>When I put this in AA Settings as per the attached,
I get strange results.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>If instance for ABGX:</FONT></DIV>
<DIV><FONT face=Arial size=2>Buy signal on 4/10/02 High = 16.64 and aSell
siganl on 4/19/02 Low = 16.21 this should have been a loss of 41 cents per
share, plus transaction cost of $100 ( I use $50 comm/slippage per trade).
Based on my system I would have bought 1202 shares on 4/10/02. 1202 *
$0.42 = 504.84 add the $100 transaction, the loss should have been 604.84, yet
the system shows a loss of 616.83. Now I am going to short tomorrow if the
low of 16.21 is crossed, my system correctly shows that I am short today 1234
shares, but it shows a current loss for this trade of 1703.30. ABGX closed
Friday at 16.21. The correct current loss is 1234 * $.08 = 98.72 plus the
initial transaction cost of $50, the "loss" should show 148.72.
</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Is there a better way to do this? Can these
rules be a part of the AFL formula? </FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>I have PositionSize = 20000 in the AFL forumula, so
it is the same as the AA Settings.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Thanks for your help.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Larry M. Powell<BR></DIV></FONT></BODY></HTML>
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