[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: how to modify MarginDeposit by trade ?



PureBytes Links

Trading Reference Links

Thx for the reply. I've read your wonderful docs on the CBT but am struggling with how to get the 
CBT to use values calculated outside of it's loops. I store the correct margin value at the time I 
generate my signals but, at CBT signal level I'm not actually dealing with a symbol/date paradigm am 
  I ? Whenever I try to access my array I just get zero values. Any idea what I can do about this ? G

gp_sydney wrote:
> I've never used MarginDeposit, but it is a property of the Signal
> object in the CBT which means it could be adjusted on a per-trade
> basis using the mid-level custom backtester interface.
> 
> GP
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, Grant Noble <gruntus@xxx> wrote:
>> Anyone using MarginDeposit ??
>>
>> gruntusnomore wrote:
>>> I need to modify MarginDeposit on a trade-by-trade basis as it is
>>> calculated using order level & stop points.
>>> The backtester always uses the last value of MarginDeposit calculated
>>> for any test range - and will use this value for all trades of the
> same
>>> symbol.
>>> Can anyone advise how I can get around this ? Is it something that can
>>> be done w/ CBT additions ?
>>> Regards, GRANT
>>> :-)
>>>
>>>
>>>
>>>
>>> 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.
> 
> 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.

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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/