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> However ... like I said, it is only a thought - and it's a shame AB
> will not process dual instructions on one bar.
No it is NOT. It CAN process unlimited number of instructions
in custom backtester. http://www.amibroker.com/guide/a_custombacktest.html
It is a shame that you don't even bother to look into docs and do some homework
on your own.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "dralexchambers" <dralexchambers@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, April 16, 2007 11:17 PM
Subject: [amibroker] Re: Help needed! - Can't Buy and Short on the same bar
> 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
>>
>
>
>
>
> 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:
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>
> Yahoo! Groups Links
>
>
>
>
>
Please note that this group is for discussion between users only.
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SUPPORT {at} amibroker.com
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