Try this or some variation:
PositionSize = -5; //Spends 5% of your equity
ApplyStop(StopModeProfit, stopModePoint, 1000, exitatstop = 0, 1 or 2,
0, re-entry delay = 0,1,2...);
ApplyStop(StopModeLoss, stopModePoint, 700, exitatstop = 0, 1 or 2, 0,
re-entry delay = 0,1,2...);
Buy = your buy conditions;
Sell = your buy conditions;
If you want to buy multiple positions then also set MaxOpenPositions
and adjust PositionSize to be -5 * MaxOpenPositions.
MaxOpen = 5; //Buy up to 5 positions
SetOptions(MaxOpenPositions,MaxOpen);
PositionSize = MaxOpen * -5; //Spend 5% of portfolio on each position
(Note: code not tested.)
--
Terry
| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
| Behalf Of enzo
| Sent: Wednesday, September 07, 2005 07:08
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: [amibroker] Applystop again
|
| Hello Usergroup,
|
| I read dozens of mails of this group about this but it seems my
| applystop-problem has not been discussed before.
|
| I want to backtest a strategy in non-futures-mode where 5% of the
| capital is beeing used to open a position and profit-target-stops
| and Stop-Loss are executed after a certain amount, say 1000 as
| profit and 700 as loss is reached for the whole position.
|
| Is there an easy way to calculate the number of shares beeing bought
| or shorted? Results of my calculation
| (NumberOfShares=investment/BuyPrice;) are always different from the
| numbers the backtester calculates.
|
| Has anyone coded the same strategy and would like to help me with
| the snippet of code that I need for axecuting the stops?
|
| Thank you in advance
| enzo
|
|
|
|
|
|
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