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

["dingo" <dingo@xxxxxxxxxxx>]

I suggest you contact Graham and hire him to do it. Not many will got to
that much trouble gratis.

d 

> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx 
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of dralexchambers
> Sent: Monday, April 16, 2007 4:12 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Help needed! - Can't Buy and Short 
> on the same bar
> 
> 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
> 
> 
> 
> 



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