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[amibroker] Re: Strategy Implementation (TJ)



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Stewart,

Without knowing anything about your strategy, it's hard to say 
exactly how'd you use it.

If you're buying the next day based some condition happening today, 
then you'd run a scan the night before to identify your candidates 
along with possible entry prices (e.g. open, close, over a certain 
price, under a certain price, etc.), exit prices (e.g. last peak, 
yesterday's high, percent profit target, etc.), and maybe also stop 
price (e.g. yesterday's low, last trough, etc.).

If you're buying the same day based on some condition happening 
today, you might be running a scan towards the end of the day to find 
your candidates.

Not sure what you mean by "tracking signals".

As for position size, that really depends on how you do position 
sizing.  Are you using a fixed percentage of equity, fixed position 
size, etc. ?  Most of the time, it's up to you to calculate and keep 
track of position size for your orders by way of e.g. a spreadsheet. 
Same for stops.

Hope that helped a bit.

HB

--- In amibroker@xxxxxxxxxxxxxxx, <gotl7575@xxxx> wrote:
> HB,
> 
> Well, my question is rather general, I'm not sure how to phrase it
> otherwise. I've developed what I think is a tradeable strategy 
based on much
> backtesting. However, I'm not sure how to actually use it in 'real 
life.'  I
> want to trade a couple of stocks at a time, so I use an exploration 
to
> identify a list of candidates, but after that I'm a bit stuck.
> 
> How does one go about tracking signals, position sizes, stops, etc. 
I assume
> that I need to use the scan function to find signals, but I haven't 
found
> alot of documentation on  how to use it in 'real life'.
> 
> Thanks,
> 
> Stewart
> 
> 
> ----- Original Message ----- 
> From: "hmab1" <hossamb@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, August 15, 2003 5:35 PM
> Subject: [amibroker] Re: Strategy Implementation (TJ)
> 
> 
> >
> > Stewart,
> >
> > Your question is way too general.  Post specific questions and 
you'll
> > get a whole lot more responses.  Everyone is willing to discuss, 
as
> > long as we know exactly what we're discussing.
> >
> > I'd also recommend reading the help files, and searching these
> > archives for specific issues.
> >
> > HB
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, <gotl7575@xxxx> wrote:
> > > Can't anyone help me please?
> > >
> > >
> > >
> > > > Subject: [amibroker] Strategy Implementation
> > > >
> > > >
> > > > > Hi.
> > > > >
> > > > >  Is anyone willing to discuss the mechanics of how they
> > implement a
> > > > >  strategy into production (e.g. use of scans, tracking 
stops,
> > etc)?
> > > > >
> > > > >  Thanks,
> > > > >
> > > > >  Stewart
> > > > >
> > > > >
> > > > >
> > > > >
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