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In
simple system you can check the positionsize:
IBPosSize = ibc.GetPositionSize( Ticker );
assuming
you got full fills you don't want to go short if you are already short, or long
if you are already long.
For this
type of trading you could/should be using minute bars and limit trades to one
per minute.
If
trading a reversal system you can also maintain your own Static position
indicator...
hreman
Sorry, I think my post
wasn't that clear. I am trading intraday, and I want
to get in and
out of trades frequently during the day. The trouble I'm
having is
determining whether I should open a new trade, because I don't
know yet
whether I've gotten out of the old one. That is, you want to use
Exrem() to avoid repeated buy signals, but you can't do that because you
have to use the sell conditions to define the buy conditions. Am I
making
any sense?
----- Original Message -----
From:
"Tradingbasis" <tzg@xxxxxxxxxxxxxxxx>
To:
<amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, January 08, 2006 10:56
AM
Subject: RE: [amibroker] Struggling again... advice
requested
> Hi,
>
> try this one:
>
>
Setup = your buy condition;
> Tradedate =
ValueWhen(setup,DateNum(),1);
> LastTradedate =
Ref(Tradedate,-1);
> Otpd = Tradedate > Lasttradedate;//only one
trade per day
>
> Buy = Setup;
>
>
> - - -
- - - - - - - - - - - - - - - - -
> Best regards
>
>
Thomas
> www.tradingbasis.com
> support@xxxxxxxxxxxxxxxx
> -
- - - - - - - - - - - - - - - - - - -
>
> -----Original
Message-----
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf
> Of
cstrader
> Sent: Sunday, January 08, 2006 4:48 PM
> To:
amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Struggling again...
advice requested
>
> I am struggling (again!), and would like to
request some advice.
>
>
>
> My new systems take more
than one trade in a day. This creates what I
> call
> the
Catch-22 problem. You can't anymore use arrays to mark the
trades
> because the entry is dependent on the exit which is dependent
on the
> entry... So now what do I
do?
>
>
>
> One possibility is to code with
loops. I hate that idea because it's
> complicated and because I
thought that AB was all about avoiding loops.
>
>
>
>
Another possibility is to mark the entry price with a static variable
and
> hold it until the exit. This will (maybe) work OK in actual
trading and
> in
> AA but it is hard to tell what is happening
because the buy and sell
> arrows
> on the chart display are no
longer accurate (because later static variable
> assignments mess up the
display of earlier ones).
>
>
>
> This seems like such
a basic problem that someone else must have dealt
> with
> it and
found the solution.
>
>
>
>
Thanks!
>
>
>
>
chuck
>
>
>
>
> 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
>
>
>
>
>
>
>
>
>
>
>
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
>
>
>
>
>
>
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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