Hello,
The fact that you don't know how, does not mean that it is not
possible.
Remember and repeat every morning: everything is
possible with AmiBroker.
What you should do is to:
store values from open positions when they are
entered!
(iterate through open position list and check BarInTrade
property to learn which one were just entered
and store any value you want in a temporary
variables)
Lots of samples:
Best regards, Tomasz Janeczko amibroker.com
----- Original Message -----
Sent: Wednesday, July 04, 2007 8:14
PM
Subject: Re: [amibroker] Re: Different
PositionSize Values displayed in CBI and AA report
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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