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[amibroker] Re: Please confirm this !!! - Graham



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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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