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hi,
coupling an entry with and exit is not possible in
Amibroker. I have been discussing this in the past but I was directed to
rotational trading (which I could not use for the purpose I had in mind).
Linking entry and exit points is supposed to be possible using the
new "portfolion backtester interface" (version 4.7) but there is not
enough documentation for me to even start trying this.
I have to think whether your system could be done
using scaling in. Once you set your exit targets you would not have to link the
exit with the entry. If I find out how to do it I'll let you know.
However I tested a similar system like you suggest
in IDL. I thought that if you just place very small bets it doesn't matter if
you loose a few completely. I remember however that backtesting this type of
system did not render a profitable system. If you only exit at a 5% profit then
at some point you will start to have problems, at least that is what I found. If
I remeber well more and more positions became inactive and loosing
money.
rgds, Ed
----- Original Message -----
Sent: Wednesday, March 23, 2005 4:54
PM
Subject: [amibroker] Re: Multiple
Positions, same Security
> You do realize that this looks into the
future?
Owen, nothing forward looking in this. I wait for
end of day,
download Yahoo data, then run my scans on the completed current
Bar
for buying opportunities for the next day's open. Some
stat's from
Wealth-Lab;
Winning % = 95.08
Avg Bars Held = 35
days
Be warned. This is a very capital intensive system and
initial
drawdowns can be ugly. Scanning is fine but unless we
can get over
this lumping and averaging stuff in AB, you won't be able to
backtest.
I sure would like the flexibility to optimize the current profit
target.
Any ideas?
--Jeff
Please
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Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
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