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RE: [amibroker] creating a basket order file



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are you working with eod?  what delay are you using?
 
d


  _____  

From: ed nl [mailto:ed2000nl@xxxxxxx] 
Sent: Wednesday, September 08, 2004 5:57 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] creating a basket order file


hi Dingo,

yes I know these functions but how do I use them and tell them to output
what to buy and sell on the last day of the backtest. For instance the
simple system below. How do I create this particular output using these
functions?

rgds, Ed


// simple sys
SetOption("InitialEquity", 100000 );
SetOption("MaxOpenPositions", 4 );

PositionSize = -25;
SetTradeDelays(1,1,1,1);

Buy = Cross(RSI(14),30);
Short = Cross(70,RSI(14));
BuyPrice = O;
SellPrice = O;
Sell = 0;
Cover = 0;

ApplyStop( stopTypeNBar,stopModeBars,5,ExitAtStop = 1,Volatile = False,
ReentryDelay = 1 );

ShortPrice = O;
CoverPrice = O;

PositionScore = 50-StochK(14); 

  ----- Original Message ----- 
  From: dingo 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Wednesday, September 08, 2004 11:36 PM
  Subject: RE: [amibroker] creating a basket order file


  File Input/Output functions

  *      fclose
  <mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/fclose.html>
  (File Input/Output functions) - close a file (AFL 2.5) 

  *      feof
  <mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/feof.html>
  (File Input/Output functions) - test for end-of-file (AFL 2.5) 

  *      fgets
  <mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/fgets.html>
  (File Input/Output functions) - get a string from a file (AFL 2.5) 

  *      fopen
  <mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/fopen.html>
  (File Input/Output functions) - open a file (AFL 2.5) 

  *      fputs
  <mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/fputs.html>
  (File Input/Output functions) - write a string to a file (AFL 2.5) 

  From the help file..

  d


    _____  

  From: ed nl [mailto:ed2000nl@xxxxxxx] 
  Sent: Wednesday, September 08, 2004 5:29 PM
  To: amibroker@xxxxxxxxxxxxxxx
  Subject: [amibroker] creating a basket order file


  hi,

  I am trying to make a basket order file for Interactive Brokers. I use a
  portfolio type backtest and I would not know how to be able to influence
the
  output. The output file would contain something like this

  BUY, 100, MSFT, STK, SMART, LMT, 52.85, 
  BUY, 100, FITB, STK, SMART, LMT, 58.25, 
  SELL, 100, AAPL, STK, SMART, LMT, 30.22, 
  COVER, 100, BRCM, STK, SMART, LMT, 15.55, 
  SHORT, 100, PETM, STK, SMART, LMT, 22.44, 

  any ideas?

  thanks, Ed

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