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

["dralexchambers" <dralexchambers@xxxxxxxxx>]

Actually, it *does* make sense. Very often with intraday trading, 
there are gains to be made in small flucuations either way of a 
defined price, rather than placing one trade overall in one direction 
as suggested.

I'm not very good with Low Level AFL. Can anyone help me out here.

Thanks - AC


--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> 
wrote:
>
> 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@xxx>
> 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
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> 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/