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



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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%40yahoogroups.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
>




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