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That's simple - changing delay from 1 to 2 means that
today's trades that depent on yesterday scores now depend on day before yesterday scores.
So today's trades would be different.
It is never the same if you delay execution because PRICES and VOLUMES change
and amount purchased differs so do the profits.
When profits are different equity is different and next trades are also open
with different sizes. Because of different equity levels certain minimums/maximums may not be reached
or may be exceeded then certain trades may not be entered or some extra ones may occur.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, June 09, 2005 10:08 AM
Subject: [amibroker] Rotational Trading and TradeDelays
> -------------------------------------
>
> EnableRotationalTrading();
> SetOption( "MaxOpenPositions", 10 );
> SetOption( "WorstRankHeld", 10 );
>
> PositionSize = -100 / 10;
> PositionScore = IIf( Year() != Ref( Year(), 1 ), 100 - RSI(),
> scoreNoRotate );
>
> SetTradeDelays( 1, 1, 1, 1 );
> //SetTradeDelays( 2, 2, 2, 2 );
>
> -------------------------------------
>
> I just can't really figure out why the first trade date and the number
> of trades are DIFFERENT when the TradeDelays is changed from 1 to 2.
>
> Could anyone try and tell me why ?
>
>
>
>
>
>
> 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
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
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