Re: [amibroker] Help needed! - Can't Buy and Short on the same bar

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

By default AB does not enter LONG and SHORT trade simultaneously for the very same symbol at the very same
bar. It makes no sense anyway - just enter one side order with appropriate balance (long - short shares).

If you must enter both sides at the same time - the only option is to use low-level custom backtester
http://www.amibroker.com/guide/a_custombacktest.html


Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "dralexchambers" <dralexchambers@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, April 16, 2007 9:01 PM
Subject: [amibroker] Help needed! - Can't Buy and Short on the same bar


> Hi,
> 
> I am testing an intrday trading system where I place a buy order and 
> a short order together on the 14:00 bar. I then set a stop loss for 
> each order at 20 points and a take profit order at 10 points.
> 
> However, Amibroker doesn't seem to execute both buy and sell orders 
> on this bar in the backtester. It only executes a buy or a sell 
> order, and never both at 14:00 - even though there are valid short 
> and long entries on the 14:00 bar.
> 
> Can anyone help,
> Alex
> 
> 
> Here is a summary of my system, as the system code is very long:
> 
> [on 14:00 bar]
> Buy = 1;
> Short = 1;
> BuyPrice = Open + 2 points;
> ShortPrice = Open - 2 points;
> 
> [for every bar after 14:00 each day]
> Sell if low of bar < LongStopLoss
> sell if high of bar > LongTakeProfit
> 
> cover if high of bar > ShortStopLoss
> cover if low of bar < ShortTakeProfit
> 
> 
> 
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
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