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Hello,
The lowest is 7.
First six values are reserved for stops and documented
here:
<A
href="">http://www.amibroker.com/guide/afl/afl_view.php?name=EQUITY
(see comments section)
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dave Merrill
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, November 17, 2003 4:20
PM
Subject: RE: [amibroker] custom sell
types not working - working but need more info
<SPAN
class=749451815-17112003>thanks, that should be fine; hope you saw my followup
msg.
<SPAN
class=749451815-17112003>
<SPAN
class=749451815-17112003>am I right about the lowest sell value that can be
used as a custom exits? where can I find the docs on this?
<SPAN
class=749451815-17112003>
<SPAN
class=749451815-17112003>dave
<BLOCKQUOTE
>
Yes 'reason of exit' field is limited to 127. It is
stored using 7 bits. Such compactness is required because
portfolio backtester now tracks all exit signals (feature
requested by you, btw). Exit signal
is a structure of
1 bit Long/short flag
7 bits reason for exit
24 bits index to symbol array
32 bit (float) exit price.
Total: 64 bits, i.e. 8 bytes.
Even with such compact structure, when backtesting
portfolio of 10000 and trading every second day
for 10 years (2600 bars) you need 8 * ( 10000 * 2600 / 2 )
= 104MB for exit signals alone.
Best regards,Tomasz Janeczkoamibroker.comSend
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