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In
real trading you can use LastPrice = Lastvalue(C) or
GetRTData("Last");
During
developement I often use LastPrice = SelectedPrice(C); This allows me to step my
cursor over the bars (or just click on the chart to select a bar) on the chart
and trigger trades. Of course this is ONLY to test the
mechanics of your system and profits and fills do not reflect real prices. Limit
orders tend to fill only one way because the selectedprice can be far away from
the market price seen by the TWS.
For
initial testing I find this much easier/faster than working with simulators or
the DEMO TWS.
herman
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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