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Thanks, yes, you are right.
Currently i see no chance to get some values from the very first bar of a trade, like contracts at entry, Initial position size, etc..
When any Scale Out or In is made during a trade, than the trade.GetEntryValue, trade.Shares, etc.. are no more correct, because AmiBroker builds an average. So i have no idea how i could store the original values at entry for further use during the trade, even scaling compared to original position size, etc...
I have a lot of work for which i need those values at entry. It's a shame that i don't have any option to retrieve them.
On the other side i could get the original values in the signal object, but as we know now, it could be possible that trades are not really made. So i think this would also not be a solution.
Do you know any way ? It's really a shame, but it seems to be not possible in AmiBroker.
Regards
2007/7/4, gp_sydney <gp.investment@xxxxxxxxx>:
Further to #5, also minimum shares, minimum position value, and allow position size shrinking if available cash is too small for minimum position. Commission value could affect this as well.
GP
--- In amibroker@xxxxxxxxxxxxxxx, "Trinolix Derry" <trinolix@xxx> wrote:
> > Can you maybe tell me some reasons which would result that AmiBroker doesn't > take signals from the signal object ? > Basically my code already removes additional signals through exrem
function > and my trading loop. > > So i think the following list should cover all conditions in which AB > wouldn't take signals: > > 1.) AA Settings: Max. Open Positions
> 2.) AA Settings: Usage of build-in Stops > 3.) AA Settings: Usage of build-in Trade delays > 4.) AA Settings: General Tab: Activate Stops immediately, Reverse entry > signal forces exit and Allow same bar exit.
> 5.) Equity during backtest already negative. > > > > 2007/7/4, gp_sydney <gp.investment@xxx>: > > > > > 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 <amibroker%40yahoogroups.com>,
"Trinolix > > Derry" <trinolix@> 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@>: > > > > > > > > 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><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 > > > > > > > > > > > > > -- > Regards >
-- Regards
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