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Hi again, here are the settings as per
AmiBroker
cheers, Louw
Settings
Initial Equity:
10000
Periodicity/Positions:
15 minute/Long Short
Commissions:
2.50 per share
Annual interest rate:
0.00%
Range:
All quotations
Apply to:
Current Symbol
Margin requirement:
10
Futures mode:
Yes
Def. round lot size:
0
Def. Tick Size
1
Drawdowns based on:
High/Low prices
Long trades
Buy price:
Close
Sell price:
Close
Buy delay:
0
Sell delay:
0
Short trades
Short price:
Close
Cover price:
Close
Short delay:
0
Cover delay:
0
Stops
Maximum loss:
point
Profit target:
point
Value:
27.00
Value:
30.00
Exit at stop?
yes
Exit at stop?
yes
Trailing stop:
disabled
Value:
0.00
Exit at stop?
no
----- Original Message -----
From: <A
title=lcoetzer@xxxxxxxxxxxx href="">Louw-Roux
Coetzer
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">AmiBroker Forum
Sent: Tuesday, July 06, 2004 8:39 PM
Subject: Re: Please confirm this !!! ???
Hi there,
To add to my previous question about how it is
possible for the following trades to occur ?
I do the backtest on 15minute data in that specific
time frame...in the settings, it is also set to test on the 15 min
....
<IMG alt="" hspace=0
src="jpg00089.jpg" align=baseline
border=0>
Regards,
Louw
<FONT face=Tahoma
size=2>-----Original Message-----From: louwcoetzer
[mailto:lcoetzer@xxxxxxxxxxxx]Sent: Tuesday, July 06, 2004 12:29
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Hallo all !Just a quick question. I have
created a backtest for some criteria. I am using the stopTypeProfit
and stopTypeLoss to control trades. The SELL signal and COVER signals
are:Sell = TimeNum()==170000; Cover = TimeNum()==170000;
Thus, if the trade is not stopped out vie a profit target or a
stoploss and it is still open at 17H00 it will close the position and
take what is on the table or in the rubish bin :-)What I ahve
noticed during the backtests is that there are many transactions that were
not closed by any of the above criteria...it would appear as if the profit
nor the loss has been met, and a new signal is given in the mean time, it
would close the existing position.Is the true or am I doing
something wrong here ...Kind regards and thanks in advance !Louw
Coetzer
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