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Herman....right but this assumes that you are real
time and live or paper trading. But what do you do when you are developing
the system?
----- Original Message -----
Sent: Sunday, January 08, 2006 11:15
AM
Subject: RE: [amibroker] Struggling
again... advice requested
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:
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