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Hello,
Here is a sample of how to use new
backtestRegularRawMulti backtester mode found in new AmiBroker
4.96.0
There are two new modes:
- backtestRegularRaw:
signal-based backtest, redundant (raw) signals are
NOT removed, only one open position *per symbol* allowed (not counting
scaling-in/out which is of course possible)
- backtestRegularRawMulti - signal-based backtest, redundant (raw) signals
are NOT removed, MULTIPLE positions per symbol will be open and reported
separately if BUY/SHORT signal is "true" for more than one bar and there
are free funds, Sell/Cover exit all open positions on given symbol,
Scale-In/Out work on all open positions of given symbol at once.
The sample below enters long trade on next day open
when stock is making new 5-day high. If new high is made multiple times on same
stock - multiple positions are open.
Exits are only done by 20% profit target
and 15% trailing stop.
// trade on NEXT day open
SetTradeDelays( 1,
1, 1, 1 );
BuyPrice = Open;
SellPrice = Open;
// allow multiple pos on same symbol, reported
separately
SetBacktestMode(
backtestRegularRawMulti );
// 10% of equity
in each position
SetPositionSize( 10, spsPercentOfEquity );
// max 10 positions in total
SetOption("MaxOpenPositions", 10 );
// buy each time a new 5-day highest high is
reached
Buy = HHVBars( High, 5 ) == 0;
// exits only by means of stops
Sell =
0;
// 20% profit target stop
ApplyStop(
stopTypeProfit,
stopModePercent,
20, True );
// 15% trailing stop
ApplyStop( stopTypeTrailing, stopModePercent, 15, True );
Best regards,
Tomasz
Janeczko
amibroker.com
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