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Hello,
thanks a lot to both of you !
This was really very helpful.
Regards
2007/7/5, gp_sydney <gp.investment@xxxxxxxxx>:
As Tomasz said, save those values using temporary variables:
VarSet("Entry"+trade.Symbol, trade.GetEntryValue());
and then later retrieve with VarGet.
Would be kinda nice though if there were some spare variables in the
Trade object, to keep it all nice and object-oriented.
GP
--- In amibroker@xxxxxxxxxxxxxxx
, "Trinolix Derry" <trinolix@xxx> wrote: > > 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@xxx>: > > > > 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 <amibroker%40yahoog
roups.com>, "Trinolix > > Derry" <trinolix@> 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
@>: > > > > > > > > > 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><amibroker%40yahoog > >
roups.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%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 > > > > > > > > > > > > > -- > Regards >
-- Regards
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