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

["gp_sydney" <gp.investment@xxxxxxxxx>]

Tomasz,

A question regarding backtesting with short positions. With long
positions, the number of open positions is limited by the available
funds. Does anything similarly limit the number of short positions
that can be entered, other than the Max Open Positions setting?

If Max Open Positions was large enough, would that mean every short
signal (for different stocks) would be taken?

Thanks.

Regards,
GP


--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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
> > 
> > 
> > 
> > 
> >
>




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