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according to your intention to trade from one morning until the late afternoon when the session will normally finish, I suppose that you want to trade"online for one day" (or "daytrade"). If so, you can apply the same rule (filter = buy AND sell;) to your (back)tested day-trading system: This rule should be applied to one day as the preferred time interval.
Hope that helps to make your final decisions!
Best Regards,
Udo
-----Ursprüngliche Nachricht-----
Von: Herman van den Bergen
An: amibroker@xxxxxxxxxxxxxxx
Gesendet: Montag, den 15. Juli 2002 23:43 Uhr
Betreff: RE: [amibroker] Overlapping trades in AB?
Thanks Udo, that is more or less how I found my conflicting trade :-)
but what about Stops? Using you formula would not work if you use stops; you can enter in the morning and be stopped out later during the day.
Herman.
-----Original Message-----
From: Udo.Harke@xxxx [mailto:Udo.Harke@x...]
Sent: Monday, July 15, 2002 4:03 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Overlapping trades in AB?
Hello Hermann,
quite often, a (complex) trading strategy may produce conflicting signals on the very same day! In order to avoid this, I devised a very simple test based on set theory, which is rather complicated to present in details. However, as mentioned before, the result of the theory is very simple and therefore try this:
filter = buy AND sell;
should produce no result by which I mean no stocks should come up on a list! Try this, maybe it helps!
Regards,
Udo
-----Ursprüngliche Nachricht-----
Von: Herman van den Bergen
An: AmiBroker
Gesendet: Montag, den 15. Juli 2002 20:10 Uhr
Betreff: [amibroker] Overlapping trades in AB?
Hello,
Is it normal for trades to overlap? I found my first ever overlappingtrade :-)
If so, does this mean one could run two independent systems, one for long trades and one for long trades, while maintaing a single equity? Doesn't make much sense...
In the captures note that both the Long and Short trades start at 11/2/00.
The Long exits at 11/6 and the Short exits on 11/7
They overlap from 11/2 to 11/6 and both declare a profit (or loss).
How do I deal with this??
Thanks and best regards,
Herman.
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<DIV><FONT face="Courier New" size=2>Herman,</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>according to your intention to trade from
one morning until the late afternoon when the session will normally finish,I
suppose that you want to trade "online for one day" (or "daytrade"). If so,you
can apply the same rule (<FONT color=#008000>filter = buy AND sell;</FONT>) to
your (back)tested day-trading system: This rule should be appliedto
<EM>one</EM> day as the preferred time interval.</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>Hope that helps to make your final
decisions!</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>Best Regards,</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>Udo</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">-----Ursprüngliche Nachricht----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>Von:</B>
<A title=psytek@xxxx href="mailto:psytek@xxxx";>Herman vanden
Bergen</A> </DIV>
<DIV style="FONT: 10pt arial"><B>An:</B> <A title=amibroker@xxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Gesendet:</B> Montag, den 15. Juli 2002 23:43
Uhr</DIV>
<DIV style="FONT: 10pt arial"><B>Betreff:</B> RE: [amibroker] Overlapping
trades in AB?</DIV>
<DIV><BR></DIV>
<DIV><FONT face=Arial color=#0000ff size=2><SPAN
class=910333821-15072002>Thanks Udo, that is more or less how I found my
conflicting trade :-) </SPAN></FONT></DIV>
<DIV><FONT face=Arial color=#0000ff size=2><SPAN
class=910333821-15072002></SPAN></FONT> </DIV>
<DIV><FONT face=Arial color=#0000ff size=2><SPAN class=910333821-15072002>but
what about Stops? Using you formula would not work if you use stops; you can
enter in the morning and be stopped out later during the
day.</SPAN></FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial color=#0000ff size=2><SPAN
class=910333821-15072002>Herman.</SPAN></FONT></DIV>
<BLOCKQUOTE>
<DIV class=OutlookMessageHeader dir=ltr align=left><FONT face=Tahoma
size=2>-----Original Message-----<BR><B>From:</B> <A
href="mailto:Udo.Harke@xxxx";>Udo.Harke@xxxx</A>
[mailto:Udo.Harke@x...]<BR><B>Sent:</B> Monday, July 15, 2002 4:03
PM<BR><B>To:</B> amibroker@xxxxxxxxxxxxxxx<BR><B>Subject:</B> Re:
[amibroker] Overlapping trades in AB?<BR><BR></DIV></FONT>
<DIV><FONT face="Courier New" size=2>Hello Hermann,</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>quite often, a (complex) trading
strategy may produce conflicting signals on the very same day! In orderto
avoid this, I devised a <EM>very</EM> simple test based on set theory, which
is rather complicated to present in details. However, as mentioned before,
the result of the theory is very simple and therefore try this:</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>filter = buy <FONT
color=#ff0000>AND</FONT> sell;</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>should produce <FONT
color=#ff0000>no</FONT> result by which I mean <EM>no</EM> stocks should
come up on a list! Try this, maybe it helps!</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>Regards,</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<DIV><FONT face="Courier New" size=2>Udo</FONT></DIV>
<DIV><FONT face="Courier New" size=2></FONT> </DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">-----Ursprüngliche Nachricht----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>Von:</B>
<A title=psytek@xxxx href="mailto:psytek@xxxx";>Hermanvan den
Bergen</A> </DIV>
<DIV style="FONT: 10pt arial"><B>An:</B> <A
title=amibroker@xxxxxxxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>AmiBroker</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Gesendet:</B> Montag, den 15. Juli2002
20:10 Uhr</DIV>
<DIV style="FONT: 10pt arial"><B>Betreff:</B> [amibroker] Overlapping
trades in AB?</DIV>
<DIV><BR></DIV>
<P><FONT size=2>Hello,<BR><BR>Is it normal for trades to overlap? I
found my first ever overlapping trade :-)<BR>If so, does this mean one
could run two independent systems, one for long trades and one for long
trades, while maintaing a single equity? Doesn't make much
sense...<BR><BR><IMG alt="" hspace=0
src="cid:001e01c22cae$4b521f40$0100007f@xxxx"; align=baseline
border=0><IMG alt="" hspace=0
src="cid:001f01c22cae$4b521f40$0100007f@xxxx"; align=baseline
border=0></FONT></P>
<P><FONT face=Arial size=2>In the captures note that both the Long and
Short trades start at 11/2/00.<BR></FONT><FONT face=Arial size=2>The Long
exits at 11/6 and the Short exits on 11/7<BR>They overlap from 11/2 to
11/6 and both declare a profit (or loss).</FONT></P>
<P><FONT face=Arial size=2>How do I deal with this??</FONT></P>
<P><FONT face=Arial size=2>Thanks and best regards,</FONT></P>
<P><FONT face=Arial size=2>Herman.</FONT></P>
<P> </P>
<P><FONT face=Arial size=2></FONT> </P>
<P><FONT face=Arial size=2><BR> </P></FONT>
<P> </P>
<P> </P><BR><BR><TT>Your use of Yahoo! Groups is subject to the <A
href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service</A>.</TT>
<BR></BLOCKQUOTE><BR><BR><TT>Your use of Yahoo! Groups is subject to the <A
href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service</A>.</TT>
<BR></BLOCKQUOTE><BR><BR><TT>Your
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href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service</A>.</TT>
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