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Basically i am speaking about both.
I thought the same formula in Backtest is later in Autotrading.
Then after testing one could let it trade.
Partial Liquidation is exactly my problem.
I can re-enter smaller position but the commissions would be wrong.
but basically i could copy the output into Excel and then add
commissions there.
How is a smaller re-entry coded?
Regards
Robert
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> Are you now speaking about BACKTESTING or AUTO-TRADING ?
>
> These are TWO different areas and it is important to
> tell which one you mean.
>
> If you are speaking about automated trading then yes
> all such orders are supported in our interface (being under internal
tests).
>
> If you are speaking about backtesting, then:
> 1. "limit" orders can be specified as follows:
>
> "Buy 2 shares at limitprice"
>
> Trigger = High >= LimitPrice;
> Buy = Trigger;
> BuyPrice = LimitPrice;
> PositionSize = 2 * LimitPrice;
>
> 2. Stop loss orders can be implemented via ApplyStop
> 3. Profit target (limit orders) can be implemented via ApplyStop
> 4. Partial liquidation - no direct support for it (it is on to-do
list)
> however you can simulate it by liquidating all and re-opening
> smaller position.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "rhoemke" <robert@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, September 28, 2004 8:03 PM
> Subject: [amibroker] Re: Automated Trading With Amibroker
>
>
> > Which MM functions?
> >
> > Buy 2 at xx and if filled, sell 2 at yy (Stoploss) and 1 at zz
(first
> > aim). If 1st aim is reached cancel sell 2 at yy and sell 1 at
buylevel
> > oder trailstop 5 Ticks behind.
> >
> > Just like that for example. And you say it is already there?
> > So i missed something. I check the link.
> >
> > Regards
> > Robert
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> > wrote:
> >> Hello,
> >>
> >> > Saw my wildest dreams become true, and to wake up was too hard
i think
> >> > :) so big sorry for the hard reaction.
> >> >
> >> > But it's just a part of the whole thing.
> >> > At least for me, it is nothing to betatest then in a month or
so.
> >> > Would just cost me a lot of money as i can't run a profitable
system
> >> > with it.
> >>
> >> No, it would not cost any penny because you can run it either
> >> on demo account or with "transmit" flag set to false.
> >>
> >> > Before getting a sort of interface for betatest i would like to
have
> >> > the MM-functions first.
> >> >
> >> > How far away are the MM-functions?
> >>
> >> I do not know what MM functions you are after.
> >> If simple position sizing - it is already available (see
> > PositionSize variable
> >> in Backtester documentation)
> >>
> >> If pyramiding positions - you can simulate this already
> >> http://groups.yahoo.com/group/amibroker/message/21048
> >> and 81 other messages on this mailing list.
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
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