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Hi Dave –
Yes.
Systems that enter and exit MOO or MOC
work fine. But with kind of limit or stop order, I am trying to handle
the differences between signal prices and fills manually. I hope that some
of these systems can be set up to issue orders automatically. Until there
is a way of informing AB what signals were taken and what the fill prices were,
I will not be comfortable doing that.
Howard
-----Original Message-----
From: Dave Merrill [mailto:dmerrill@xxxxxxx]
Sent: Thursday, November 06, 2003
5:32 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re:
trading backtests in real life
<span
>yes yes yes, we
all know that AB will someday have full portfolio mgt features, and I'm sure
they'll be great when they arrive.
<span
>but what do you
do today howard? are you trading any AB-based systems?
<span
>dave
Tomasz has already hinted (again today in
a different post) that there will eventually be extensions to AB to handle
orders, trades, and portfolios. If I thought that these extensions to AB
would never come and I would have to try to translate to another platform, my
enthusiasm for AB would drop considerably.
Howard
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