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Re: [amibroker] Re: Different PositionSize Values displayed in CBI and AA report



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Hi,
 
i have fixed it now. I have seen that i have displayed GetPositionValue in the DebugViewer while it was calculated through PosSize which of course isn't the same.
 


 
2007/7/4, gp_sydney <gp.investment@xxxxxxxxx>:

> i have checked out if it will be affected by the O, H, L, C AA
> Settings, but this wasn't the case

Not if you have buy and sell set to Close, otherwise I think it will
(certainly does with mine).

The signal list contains all signals generated by the Buy and Sell
arrays whether they're ultimately taken or not.

Also note in your code that GetPositionValue returns a single number,
not an array, so you don't need "posval[bar]", just "posval". Still
seems to work the same though.

GP

--- In amibroker@xxxxxxxxxxxxxxx, "Trinolix Derry" <trinolix@xxx> wrote:
>
> Hi,
>
> i have checked out if it will be affected by the O, H, L, C AA
Settings,
> but this wasn't the case. I have set commission to zero in my code,
so this
> also doesn't seem to be the reason. Hmm, strange, but very important.
>
> Maybe your or someone else can clarify: Returns the signal object
already
> signals which AmiBroker would execute in the next phase or are this ONLY
> potential signals and AmiBroker decides through certain rules if
they are
> executed or not.
> I haven't found anything in the help about that.
>
>
> Regards
>
>
>
>
> 2007/7/4, gp_sydney <gp.investment@xxx>:
> >
> > From a bit of experimenting, I think a couple of reasons.
> >
> > The main reason is that GetPositionValue seems to use the closing
> > price when calculating the value, whereas the AA display will use
> > whatever your settings say (eg. open, high, average).
> >
> > The other reason is that the AA display will have subtracted the sale
> > brokerage, if you have any set, whereas the open position trade won't
> > have yet.
> >
> > Regards,
> > GP
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoog roups.com>,


"Trinolix
> > Derry" <trinolix@> wrote:
> > >
> > > Hello,
> > >
> > > i am wondering that the Position Size Value that i see with the
> > Debug Viewer
> > > is different than the one that AmiBroker displays in the AA report
> > list. I
> > > have tried it also on a single trade and just the first few bars
of the
> > > trade. Does anyone know the reason ?
> > >
> > >
> > > *for*(bar = 0; bar < *BarCount*; bar++)
> > > {
> > > bo.ProcessTradeSignals(bar);
> > > CurEquity = bo.Equity;
> > > **
> > > *for*( pos = bo.GetFirstOpenPos(); pos; pos = bo.GetNextOpenPos() )
> > > {
> > > posval = pos.GetPositionValue();
> > > _TRACE("bar " + bar + " GetPositionValue = " + posval[bar] );
> > > }
> > >
> > >
> > > --
> > > Regards
> > >
> >
> >
> >
>
>
>
> --
> Regards
>




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