|
PureBytes Links
Trading Reference Links
|
Graham / D / Fred,
Don't know whether you followed this on the beta-user forum, but I've
asked TJ to supply an example-code on how to rebalance continuously
(i.e. at each bar) which can ONLY be achieved in the custom
backtester. He promised he would, but got obviously swamped in other
work.
The idea is simple: Based on some criteria, Buy/Short the top/bottom
10 (nr or %) of stocks in a WL, and then to be able to rebalance the
positionsize of each holding at each bar to some fixed or array-based
benchmark weight, specific for each stock. As you know,
EnableRotationalTrading, for example, cannot achieve this, because it
keeps your positionsize in terms of nr of shares fixed until a sell
signal, i.e. it drops below the "WorstRankHeld".
I suspect this can be achieved by using the ScaleTrade method, but I
have not succeeded yet.
Any ideas/suggestions would be much appreciated.
Thanks,
PS
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> have you provided a for loop to go through the signals
>
> On 11/1/05, dbirru <dbjunk@xxxx> wrote:
> >
> > Hi,
> >
> > I don't seem to get sigscalein work with low-level backtester.
> >
> > I use the following code as exit in my custom backtestor.
> > But, it only exits one of the entry signals. All entry signals
that
> > came as a result of multiple SigScaleIn are not exited by this
code.
> >
> > I appreciate it if someone could tell me what I am missing?
> >
> > Thanks.
> > Dan.
> >
> > if ((sig.IsExit() ) && sig.Price != -1 )
> > {
> > bo.ExitTrade(bar,sig.symbol,sig.Price);
> > }
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> >
>
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://e-wire.net.au/~eb_kavan/ab_write.htm
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/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/
|