Re: [amibroker] Are multiple trades per signal possible via the CBT?

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Yes of course. With custom backtester you can enter / exit / scale
any number of trades per signal.

But "normal" mode does that as well:

YourEntrySignal = ..... your code here
YourExitSignal = ..... your code here

if( Name() == "SYMBOL1" )
{
  buy = YourEntrySignal;
  sell = YourExitSignal;
}

if( Name() == "SYMBOL2" )
{
  Short= YourEntrySignal;
  Cover = YourExitSignal;
}

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "trustdnb" <trustdnb@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, September 10, 2007 5:53 AM
Subject: [amibroker] Are multiple trades per signal possible via the CBT?


> Is it possible to generate multiple trades per signal using the custom
> backtester?  I am working on a long only system that is sensitive to
> the direction the broad market and want to see how the system performs
> while hedging market risk.  
> 
> Logically, what I want to happen is that when the system receives a
> buy signal it simultaneously (1) enters a long trade on the stock and
> (2) shorts an equal dollar amount the market.  Upon exiting the long
> trade (via sell signal or via stop loss), the system will
> simultaneously cover the market short.  
> 
> The "normal" mode wont allow you to generate trades on two different
> systems at the same time, but can this be done via the CBT?  If this
> sort of thing can be done, it could also be useful for pair trading
> strategies.  Is there any example code around that might be helpful?  
> 
> 
> 
> 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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