Re: [amibroker] Futures single contract code

["CS" <res1wgwl@xxxxxxxxxxx>]

Keith,
I use:
PositionSize=MarginDeposit;<FONT 
color=#000000> to select single contract buys and/or shorts.
 
Also, I noticed that you have <FONT 
color=#0000ff><FONT face="Courier New" 
size=3>Buy=Open;
<FONT 
size=3>Since there is an open at every bar, do you want to buy at every bar? 
Buy should tell WHEN you want to buy, not what. For 
now, you can set the buy to occur at the open in the SETTINGS box under the 
TRADES tab.
<FONT 
size=3> 
<FONT 
size=3>At the end of my buy and sell rules, I always put <FONT 
color=#0000ff>Equity(1);
<FONT color=#000000 
size=3>This eliminates compound buys and sells, for instance, two buys 
in a row then three sells.
<FONT 
size=3> 
<FONT 
size=3>Frankly, I have never used Addcolumn to debug buy and sell points. I 
always graphically plot out signals. I can see where two signals have crossed or 
not crossed in 10 years of price data before I could get to the fifth 
line of a mass of numbers on a sheet.
 
-CS
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Keith 
  Newhouse 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Saturday, June 21, 2003 11:05 
  PM
  Subject: [amibroker] Futures single 
  contract code
  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.InformationRound lot size      
        1Ticker size      
        0.25Margin 
  Deposit            
  600SettingsInitial equity      
        
  10,000Positions      
        
  LongPeriodicity      
        DailyRound lot 
  size            1Tick 
  size            
  0.25Commissions per trade      $100  (also 
  includes an amount for slippage)Margin 
  Requirements      100Test 
  codePositionSize=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);Send 
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