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



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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%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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