|
PureBytes Links
Trading Reference Links
|
Thank you for your prompt reply.
"today's trades" may be different but the ranking day is the same for
both.
So at least the first trade should be the same, shouldn't it ?
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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
> >
> >
> >
> >
> >
> >
> >
------------------------ Yahoo! Groups Sponsor --------------------~-->
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|