|
PureBytes Links
Trading Reference Links
|
Has anyone encountered this problem while backtesting a portfolio of
stocks?
the only box I have checked in the General Settings on the GENERAL TAB
is Allow Position Size Shrinking
This particular strategy will open a trade during the trading day and
exit it the very next bar's open price. So that means really after
the open I will have 100% of my account available for trades. But
what I have found is that if one day I will open a position in stock A
and the next bar will exit at the open and the same day I exit stock A
i get another buy signal for the same stock. This 2nd signal is not
taken by the backtester. All trades are open for 2 bars.
However, when i check Allow same bar exit and Activate Stops
Immediately and backtest again. It will take all trades but if the
stock was closed out on the open and then got another buy signal the
very next day then it will exit on the entry day's open as opposed to
the next bar's open. Most stocks are open for 2 Bars however the the
ones described in this paragraph are only open for 1 bar.
Does anyone know if Amibroker simply can't do this or is there
something that I am missing here?
Eric
------------------------ 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/
|