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Hello,
Short positions are limited the same way (cash equivalent is "reserved")
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "gp_sydney" <gp.investment@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, September 11, 2007 2:37 AM
Subject: [amibroker] Re: Are multiple trades per signal possible via the CBT?
> 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
>> >
>> >
>> >
>> >
>> >
>>
>
>
>
>
> 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.
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:
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