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CS,
Thanks for your prompt response. PositionSize=MarginDeposit appears
to have resolved the problem. I am eventually writing a Back test
where I enter at the Open of the day following the signal. This
present code of mine is by way of piece meal testing. First have I
got the next open resolved and second - how can I test on a one
contract basis.
And thank you for the other tips.
Kind regards,
Keith.
--- In amibroker@xxxxxxxxxxxxxxx, "CS" <res1wgwl@xxxx> wrote:
> Keith,
> I use:
> PositionSize=MarginDeposit; to select single contract buys and/or
shorts.
>
> Also, I noticed that you have Buy=Open;
> 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.
>
> At the end of my buy and sell rules, I always put Equity(1);
> This eliminates compound buys and sells, for instance, two buys in
a row then three sells.
>
> 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
>
> ----- Original Message -----
> From: Keith Newhouse
> To: 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.
>
> 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);
>
>
>
>
>
>
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