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Hello,
Or.... use FindOpenPos without loop - which is faster/easier:
openpos = bo.FindOpenPos( sig.Symbol );
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "gp_sydney" <gp.investment@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, September 06, 2007 10:39 AM
Subject: [amibroker] Re: Limiting Sell to Open Position in CBI
> The way you're using the open position list is not correct. You need
> to match the open position symbol with the signal symbol to ensure
> you're referencing the same open position stock as the sell signal
> refers to. The way you have it now, as long as there is a single long
> position in the open position list, all sell signals will be printed.
>
> Try changing the open position conditional statement to:
>
> if(openpos.IsOpen AND openpos.IsLong AND openpos.Symbol == sig.Symbol)
>
> You could also then put a "break" at the end of the following code, as
> once you have found a matching symbol you don't need to continue with
> the for loop.
>
> And, you shouldn't need to check "IsOpen" when traversing the open
> position list. All trades in the open position list should be open.
>
> Regards,
> GP
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@xxx> wrote:
>>
>> Below is a code I am playing with. The final objective is to have
>> backtest report that keeps ledger of buys and sells similar to
>> quicken. The buy side of the trades seems to work fine. On the sell
>> side it is selling with no open position. How can I limit the sell to
>> closing open positins. Many thanks in advance for you help and
>> comments.
>>
>> /*====================================================================
>> ==========
>> Global Settings
>> ======================================================================
>> ========*/
>> SetFormulaName("Testing a Creation of Trade Ledger"); /* name it for
>> backtest report identification */
>> SetBarsRequired(1000000,0); /* this ensures that the charts include
>> all bars AND NOT just those on screen */
>> SetOption("InitialEquity", 100000); /* starting capital */
>> SetOption("CommissionAmount",8); /* commissions AND cost */
>> SetOption("CommissionMode", 2); /* set commissions AND costs as $ per
>> trade */
>> SetTradeDelays( 1, 1, 1, 1);
>> SetOption("PriceBoundChecking", 1); /* trade only within the chart
>> bar's price range */
>> SetOption("UsePrevBarEquityForPosSizing", 1); /* set the use of last
>> bars equity for trade size */
>> SetOption("AllowPositionShrinking", True);
>> SetOption("MinShares", 100);
>> SetOption("AccountMargin", 100);
>> RoundLotSize = 1 ;
>> PositionSize = - 10; /* trade size will be 10% of available equity */
>>
>> TradeDate = DateTime();
>>
>> SetCustomBacktestProc("");
>>
>> MaxBuys = 3; // Set no more than 4 buys per day
>>
>> if( Status("action") == actionPortfolio )
>> {
>> bo = GetBacktesterObject();
>> bo.PreProcess();
>> for( i = 0; i < BarCount; i++ )
>> {
>> Symbol = " ";
>> TransType = "";
>> Rank = 0;
>> Shares = 0;
>> TransAmount = 0;
>> Reason = 0;
>> Price = 0;
>> cntBuys = 0;
>> Balance = bo.Equity;
>> // look at new signals and exclude signals if they exceed maxBuys
>> for( sig = bo.GetFirstSignal(i); sig; sig =
>> bo.GetNextSignal(i) )
>> {
>> // check for entry signal
>> if( sig.IsEntry() )
>> {
>> if( cntBuys > MaxBuys )
>> {
>> sig.PosSize = 0;
>> }
>> else
>> {
>> cntBuys = cntBuys + 1;
>> Symbol = sig.Symbol;
>> TransType = "Buy";
>> Rank = sig.PosScore;
>> Shares = round((bo.Equity / -
>> sig.PosSize)/sig.Price);
>> Price = sig.Price;
>> TransAmount = Shares * Price;
>> Balance = Balance -
>> TransAmount;
>> Reason = sig.Reason;
>>
>>
>> bo.RawTextOutput(
>>
>> Symbol +
>>
>> "\t" + TransType +
>>
>> "\t" + DateTimeToStr(TradeDate[ i ]) +
>>
>> "\t" + Price +
>>
>> "\t" + Rank +
>>
>> "\t" + "Shares " + Shares +
>>
>> "\t" + "Amount " + TransAmount +
>>
>> "\t" + "Balance " + Balance +
>>
>> "\t" + "Reason " + Reason
>>
>> );
>> }
>> }
>> else if (sig.IsExit() AND sig.Type == 2 )
>> {
>> // scan through open positions
>> for( openpos = bo.GetFirstOpenPos();
>> openpos; openpos = bo.GetNextOpenPos() ) {
>> // check for entry signal and long
>> signal
>> if( openpos.IsOpen AND
>> openpos.IsLong )
>> {
>> Symbol = sig.Symbol;
>> TransType = "Sell";
>> Rank = sig.PosScore;
>> Price = sig.Price;
>> TransAmount = Shares * Price;
>> Balance = Balance +
>> TransAmount;
>> Reason = sig.Reason;
>>
>> bo.RawTextOutput(
>>
>> Symbol +
>>
>> "\t" + TransType +
>>
>> "\t" + DateTimeToStr(TradeDate[ i ]) +
>>
>> "\t" + Price +
>>
>> "\t" + Rank +
>>
>> "\t" + "Shares " + Shares +
>>
>> "\t" + "Amount " + TransAmount +
>>
>> "\t" + "Balance " + Balance +
>>
>> "\t" + "Reason " + Reason
>>
>> );
>> }
>> }
>> }
>> }
>> bo.ProcessTradeSignals( i );
>> }
>> bo.PostProcess();
>> }
>>
>>
>> //fast = Optimize("fast", 12, 5, 20, 1 );
>> //slow = Optimize("slow", 26, 10, 25, 1 );
>> Buy=Cross(MACD(12,26),Signal(12,26));
>> Sell=Cross(Signal(12,26),MACD(12,26));
>>
>
>
>
>
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>
Please note that this group is for discussion between users only.
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For other support material please check also:
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