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Re: [amibroker] Re: Blind Freddy trend



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I want to analyze some equities, as if I were buying and 
holding them over a 10-year period, so that I can compare DD, Ulcer, 
Sharpe, etc.  To do this, I have to buy each day and then sell the 
next.  The problem I am running into is that I can buy on Day 1, then sell 
on Day 2, but my system will not buy again until Day3 even though I set 
MaxOpenPositions to 2.  I've tried various combinations of parameters, 
without any luck so far.  
 
I've attached the AFL I am using.  Does anyone have any 
ideas on how to get this to work?
 
 

// Set commissions to 0 before running this<FONT face=Arial 
size=2>
SetOption (<FONT face=Arial 
color=#ff00ff size=2>"InitialEquity", 
22000<FONT face=Arial 
size=2>); 
SetOption (<FONT 
face=Arial color=#ff00ff size=2>"MaxOpenPositions"<FONT face=Arial 
size=2>, 2<FONT face=Arial 
size=2>);
SetOption (<FONT face=Arial 
color=#ff00ff size=2>"AllowSameBarExit"<FONT face=Arial 
size=2>,False<FONT face=Arial 
size=2>);
SetOption (<FONT face=Arial 
color=#ff00ff size=2>"ActivateStopsImmediately"<FONT face=Arial 
size=2>,False);
PositionSize = <FONT face=Arial color=#ff00ff 
size=2>10000;
BuyPrice = Close;
SellPrice = Close;<FONT face=Arial color=#0000ff 
size=2>
SetTradeDelays ( <FONT color=#ff00ff 
size=2>1,<FONT color=#ff00ff 
size=2>1,<FONT face=Arial color=#ff00ff 
size=2>0,<FONT face=Arial color=#ff00ff 
size=2>0); <FONT face=Arial color=#008000 
size=2>// buy, sell, short, cover<FONT 
face=Arial color=#008000 size=2>
// BUY -------------------------------------------------------------- 

Buy = DateNum<FONT 
face=Arial size=2>()>=<FONT face=Arial color=#ff00ff 
size=2>931230<FONT face=Arial 
size=2>;
// SELL -------------------------------------------------------------- 

//Sell=<FONT 
color=#008000 size=2>True<FONT face=Arial color=#008000 
size=2>;
Sell = False; <FONT face=Arial color=#0000ff 
size=2>ApplyStop 
(stopTypeNBar,stopModeBars<FONT 
face=Arial size=2>,1<FONT face=Arial 
size=2>);
 
 
 
Linda


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