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[amibroker] Re: Any way to retrieve the sum of shares/contracts in custom backtester ?



PureBytes Links

Trading Reference Links

Hello,

thanks, i will try it out.
Can you please check case 39560


Kind regards
Thomas

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> 
wrote:
>
> Hello,
> 
> You can use custom metric for that.
> Just iterate through open positions each bar and store maximum size 
for each.
> Then after trade is closed add custom metric. 
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "Thomas" <tzg@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, May 08, 2007 10:43 AM
> Subject: [amibroker] Any way to retrieve the sum of 
shares/contracts in custom backtester ?
> 
> 
> > Hello,
> > 
> > i have seen that the trade list always shows the share amount of 
the 
> > last "trade" (when a trade is scaled out).
> > 
> > For example if a position is entered with 40 contracts and during 
the
> > position a scale out with 30 contracts is made, the trade list 
shows a
> > trade with only 10 contracts, instead the original 40. But on the 
> > other side the displayed profit is the profit of the 40 contracts.
> > 
> > Also trade.shares shows those 10 contracts while the position had 
40
> > contracts at the beginning.
> > 
> > Is there any way to get the real number of contracts when a trade 
is
> > scaled (40) ?
> > 
> > Personally i find this very confusing because it gives the 
feeling 
> > that only 10 contracts made the complete profit, but the real 
amount 
> > was 40 contracts.
> > I hope there is any solution.
> > 
> > Kind regards,
> > Thomas
> > 
> > 
> > 
> > 
> > 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.

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