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You may need to use the advanced backtest coding to achieve this because it is changing the portfolio trades.
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Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 24/02/07, Keith McCombs <kmccombs@xxxxxxxxxxxx> wrote:
Nope, that's not what I am looking for. SetTradeDelays() delays trade after the signal. Assuming I have SetTradeDelays(1,1,1,1), then if I have a buy signal yesterday, backtester will buy a stock today even if I had max positions yesterday and sold one position at open today. Under these circumstances, I do not want backtester to buy anything today, but instead be able to buy only one stock tomorrow.
-------------- Original message --------------
From: "cstrader" <
cstrader232@xxxxxxxxxxxx>
I think you are looking for settradedelays()
----- Original Message -----
Sent: Friday, February 23, 2007 11:10 AM
Subject: [amibroker] Backtesting personal trading style.
I'm trying to backtest a system using "MaxOpenPositions". However, I want a
day between the sale of a stock and the purchase of a new one. For example
say, I have MaxOpenPositions set to 5; Yesterday I had 5 open positions. Today
I sell one position. I want AB to wait at least until tomorrow before buying a
new position to replace the one I sold.
Any way to do this?
Thanks. -- Keith
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