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Hello,
I have an EOD trading system applied to a pool of thousands of
stocks. The system looks like:
SetOption("MaxOpenPosition",Pos);
Buy = " "
buyprice= " " // entry on limit price, not open or close
Sell= " "
SellPrice= C;
Applystop (1,1,profit,1,false,1) ) //this is a profit stop
I allow single bar trades. For some bars, I am seeing cases where
the MaOpenPosition is exceeded. It appears that AmiBroker is not
treating the single bar trades as an open position. It also might be
that it is not treating the profit stops properly. If a stock gaps
up overnight, and my stop is hit on the opening price, I expect that
to free up cash for that day. If, however, a profit stop is hit
during the day, there is no way for AmiBroker to know when that stop
is hit (EOD data), so I expect that cash to be tied up for the bar.
Any suggestions how to resolve this? Any test that I should do?
Thanks,
Mtrade
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