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Ed, thank you!
Would you mind tutoring me on why
"SetOption("AllowSameBarExit",True)" works, but
"SetOption("AllowSameBarExit",False)" gave me the weird every other
day results?
Because the intent is to exit on the following day, can't see how
AllowSameBarExit setting is relevant.
David
--- In amibroker@xxxxxxxxxxxxxxx, "ed nl" <ed2000nl@xxxx> wrote:
> hi,
>
> when developing systems I usually make a chart of the output. Below
is shown how to do it,
>
> rgds, Ed
>
>
>
> SetOption("InitialEquity",100000);
> SetOption("MaxOpenPositions",1);
> SetOption("MarginRequirement",100);
> SetOption("UsePrevBarEquityForPosSizing",False);
> SetOption("AllowPositionShrinking" , True);
> SetOption("AllowSameBarExit",True);
> SetOption("ActivateStopsImmediately" ,False);
> SetTradeDelays(0,0,0,0);
>
> SetPositionSize(100,spsPercentOfEquity);
> RoundLotSize = 10;
>
> Buy = True;
> Sell = 0;
> ApplyStop(3,2,0);
>
> BuyPrice = C;
> SellPrice = O;
>
> Equity(1);
>
> GraphXSpace = 5;
> Plot(C,"C",1,64);
> Title=Name()+ ", O: "+WriteVal(O)+ ", H: "+WriteVal(H)+ ", L:
"+WriteVal(L)+ ", C: "+WriteVal(C);
>
> PlotShapes(IIf(Buy,shapeUpArrow,0),colorWhite, layer = 0, yposition
= BuyPrice, offset = 0 );
> PlotShapes(IIf(Sell,shapeDownArrow,0),colorYellow, layer = 0,
yposition = SellPrice, offset = 0 );
>
>
>
> ----- Original Message -----
> From: dweilmuenster95125
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, May 26, 2005 9:56 PM
> Subject: [amibroker] Buy on Close, Sell on Open
>
>
> Hi,
>
> I'm trying to write a Backtest for a single symbol that Buys on the
> Close of each Day, and Sells on the next Open. (Sounds weird, but
> there's a good reason for the research.)
>
> Attached below is my code.
>
> It almost works, but Buys only every other day, not every day, and
> does exit on the next day's Open.
>
> Any suggestions?
>
> Thanks,
> David
> ------------------------------------------------------
>
>
> SetOption("InitialEquity",100000);
> SetOption("MaxOpenPositions",1);
> SetOption("MarginRequirement",100);
> SetOption("UsePrevBarEquityForPosSizing",False);
> SetOption("AllowPositionShrinking" , True);
> SetOption("AllowSameBarExit",False);
> SetOption("ActivateStopsImmediately" ,False);
> SetTradeDelays(0,0,0,0);
> BuyPrice = Close;
> SellPrice = Open;
> SetPositionSize(100,spsPercentOfEquity);
> RoundLotSize = 10;
>
> Buy = True;
> Sell = False;
> ApplyStop(3,2,0);
>
>
>
>
>
>
> 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:
> http://www.amibroker.com/support.html
>
>
>
>
>
>
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