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

[amibroker] Futures single contract code



PureBytes Links

Trading Reference Links

Can someone put me right with this setup for test trading single 
contracts in Corn.  I appear to have done everything by the book - it 
finds the buy and sell positions but back test will not show any 
executed contacts.

I would appreciate some assistance.

Thanks in advance,

Keith.

Corn Futures test.

Information

Round lot size		1
Ticker size		0.25
Margin Deposit		600

Settings

Initial equity		10,000
Positions		Long
Periodicity		Daily

Round lot size		1
Tick size		0.25
Commissions per trade	$100  (also includes an amount for slippage)
Margin Requirements	100

Test code

PositionSize=MarginRequirement=1;
Buylevel=Open;
Buy=Open;
BuyPrice=ValueWhen(Buy,Buylevel);
SellPrice=BuyPrice+4.00;
stoploss=BuyPrice-1.00;
Sell=H>SellPrice OR L<stoploss;
Filter=Buy;
AddColumn(BuyPrice,"BP",1.2);
AddColumn(SellPrice,"SP",1.2);
AddColumn(Buylevel,"BL",1.2);
AddColumn(stoploss,"SL",1.2);
AddColumn(Buy,"B",1);
AddColumn(Sell,"S",1);






------------------------ Yahoo! Groups Sponsor ---------------------~-->
Get A Free Psychic Reading! Your Online Answer To Life's Important Questions.
http://us.click.yahoo.com/Lj3uPC/Me7FAA/ySSFAA/GHeqlB/TM
---------------------------------------------------------------------~->

Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 

Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/