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@xxxxxxxxxps.com,
"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@...>
> To: <amibroker@xxxxxxxxxps.com>
>
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
> >
> >
>
>
> >
> >
>