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Re: [amibroker] Is it possible to show more than one open position per symbol?

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you have multiple possibilities in Amibroker.  You can use pyramiding using functions like sigScaleIn / sigScaleOut (see help file). But you can also use functionality added to 1 of the later beta versions, see Readme file:
 
rgds, ed
 
 
AFL: new function SetBacktestMode( mode )
Sets working mode of the backtester:

// default, as in 4.90, regular, signal-based backtest, redundant signals are removed
SetBacktestMode( backtestRegular );

// signal-based backtest, redundant (raw) signals are NOT removed, only one position per symbol allowed
SetBacktestMode( backtestRegularRaw );

// signal-based backtest, redundant (raw) signals are NOT removed,
// MULTIPLE positions per symbol will be open if BUY/SHORT signal is "true" for more than one bar and there are free funds
// Sell/Cover exit all open positions on given symbol, Scale-In/Out work on all open positions of given symbol at once.
SetBacktestMode( backtestRegularRawMulti );

// rotational trading mode - equivalent of EnableRotationalTrading() call
SetBacktestMode( backtestRotational );
 
 
 
 
----- Original Message -----
From: trustdnb
Sent: Monday, August 20, 2007 11:44 PM
Subject: [amibroker] Is it possible to show more than one open position per symbol?

Hi,

Is there anyway to override the default which shows no more than one
open position per symbol when back testing? Say for example my system
is to buy XYZ every time it drops 5 points from it's prior close and
then sell in one week. IF XYZ drops 5 points on Monday and 5 more on
Wednesday, Amibroker currently will not show me that second trade. Is
there a way to change this?

Is there also a way to override all the other trading limits (e.g.
account equity, max open positions, etc.) so that I can see the raw
profitability of every trade signal? I realize that I can view the
raw trade signals via scan/explore, but that does not show
profitability, MAE, etc.

Muhammad

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