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Although this works for individual stock backtest, how do I do it for
a portfolio level backtest (when my capital isn't available to buy
ANY stock for three days)?
Dan
--- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams"
<danielwardadams@xxx> wrote:
>
> Tomasz,
> Doesn't this just prevent me from buying the SAME stock for three
> days? It doesn't appear to prevent me from buying another stock
even
> though my capital isn't available.
>
> At least that's my interpretation after a quick experiment.
>
> Dan
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
> wrote:
> >
> > Hello,
> >
> > If you don't have repeated signals for sell, you can use
> >
> > Buy = .. your rule
> > Sell = your rule
> >
> > Buy = Buy AND BarsSince( Sell ) > 3;
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "danielwardadams" <danielwardadams@>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Wednesday, September 05, 2007 4:43 PM
> > Subject: [amibroker] Sell=>Buy delay
> >
> >
> > > Short of coding it in AFL, is there any way when backtesting
> systems to
> > > reflect settlement dates? Assuming you don't use margin (as you
> can't
> > > in IRAs), I always have to wait three days for sells to settle
> before I
> > > can use the proceeds to buy again.
> > >
> > > Dan
> > >
> > >
> > >
> > > Please note that this group is for discussion between users
only.
> > >
> > > To get support from AmiBroker please send an e-mail directly to
> > > SUPPORT {at} amibroker.com
> > >
> > > For NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
> > > http://www.amibroker.com/devlog/
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> >
>
Please note that this group is for discussion between users only.
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