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Yes, two accounts will be needed.
It is just a thought - if you look at a daily candle from the open
(esp. on the FX), most days it moves at least 5-10 pips or more from
this position in both directions. Therefore, if you have a good
chance of snagging 10-15 pips a day, that's a good start!
However ... like I said, it is only a thought - and it's a shame AB
will not process dual instructions on one bar. I could do seperate
long/short tests, but it makes life more awkward.
AC
--- In amibroker@xxxxxxxxxxxxxxx, "dbw451" <dbw451@xxx> wrote:
>
> I'm guessing that most brokers will not allow you to do this,
especially in
> a single account. I specifically setup multiple accounts with
Interactive
> Brokers to be able to trade both sides of the market at the same
time. The
> first time I tried to do it, Interactive Brokers would not allow me
to
> execute an opposite direction trade in my second account giving me
a message
> that it violated some SEC rule. However you can probably get
around this if
> you trade two accounts at two unrelated brokers. Maybe the rules
are
> different in other countries. The way I handle trading both
directions now
> is to trade related securities in opposite directions (e.g. for US
index
> futures: YM, NQ, ER2, ES) although I rarely have the need to do
it. Over
> the last year, I did it the 3 times to hedge my open positions the
days the
> CBOT exchange crashed.
>
>
>
> Since your long and short trades are independent of each other, why
not
> divide your initial equity in half and test the long and short
trades as
> separate systems?
>
>
>
> Regards,
>
>
>
> David
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of dralexchambers
> Sent: 04/16/2007 3:05 PM
> To: amibroker@xxxxxxxxxxxxxxx
> 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
>
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