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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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