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Sid,
Personally I trade same day ...
However since no one else mentioned it ...
>From the AA window ... Click -> Settings, Portfolio, Add artificial
future bar.
--- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser <s9kaiser@xxxx>
wrote:
> Chris, this is very helpful, thanks.
>
> What are the rest of you guys doing? Surely Chris and I are not
the only
> ones actually doing trading with AB as opposed to constantly
tinkering with
> new BT ideas. :)
>
> Sid
>
> At 06:59 AM 11/8/2004 +0000, you wrote:
>
>
> >It may seem like a lot do, but *each one has its own specific
> >purpose*. I've found that if you don't you will get confused...
like
> >playing around with chart/backtest file - close quickly cause you
have
> >to go, then do a daily explore - you lose lots of imte later
rumaging
> >through a whole bunch of commented out code each time (for example
> >using $50,000 for equity as oppose to Equity() - big difference
> >whether you're backtesting or daily scanning)
> >
> >Again - this is only what I do, what works for you works for you.
> >
> >As for exploration, i find it much more useful than scanning for
daily
> >work. For example, my columns are:
> >- Ticker
> >- Date/Time
> >- Buy (1/0)
> >- Sell (1/0)
> >- PositionScore
> >- Today's High (to set limit buy order when buying)
> >- Current Stop (to set in my excel trade log file, so that I can
> >monitor positions easily)
> >- PositionSize (# of shares, as you may see below - my code spits
out
> >position size/stop according to my 1% stop loss rule)
> >- CashRequired (Basically how much cash i need to take position.
> >Helpful in determining when I need to reduce my position - or
which
> >account to place trade in. IRA, regular brokerage etc. I don't
trade
> >on margin)
> >
> >I'm not sure about anyone else, but I'm really only working with
those
> >2-3 afl files regularly. Other afl code I have is mostly for
play -
> >i.e. testing new indicators, etc. And also, mistakes with your
Daily
> >code can become expensive.
> >
> >And if anyone else would like to share how they organize
themselves,
> >I'm sure we all can learn something new.
> >
> >Regards,
> >- chris
> >
> >--- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser <s9kaiser@xxxx>
wrote:
> > > Chris, thanks. This Explore version you use to find what to
trade
> > > tomorrow. Do you just have buy and sell columns with the
logical 1s
> >and 0s
> > > from the B/S arrays from the backtest code and then sort to
bring the
> > > current sigs to the top and what else? A column of all the
symbols,
> >of course.
> > > Is this what you are doing. It seems so awkward to have to
take these
> > > extra steps just to get the trading sigs....
> > > Sid
> >
> > *
> >
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