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[amibroker] Re: Questions about [AUTOMATIC ANALYSIS] function in AB



PureBytes Links

Trading Reference Links

Hi Chorlton,

The $ per trade setting refers to a buy or a sell, ie every time you 
trade.  If you change the report setting to "detailed log" you will 
see how it happens.

There is only one trade open at any time because all your funds have 
been used on the first position that came along.  Read 
about "PositionSize" function in tutorial.

I would suggest you take time to read the tutorial through.  It is 
very well written and will save you a lot of time in the future.

Regards

Haders








--- In amibroker@xxxxxxxxxxxxxxx, "chorlton_c_hardy" <chorlton-c-
hardy@xxx> wrote:
>
> Hello All,
> 
> I have a few questions regarding the AUTOMATIC ANALYSIS function in 
> AB, which hopefully someone can explain.
> 
> 1. Under [BackTester Settings] - [General] - [Commission & Rates]
> 
> Can someone clarify whether the option [$ per trade] refers to each 
> side of the trade (ie, the Buy OR the Sell) or whether it relates 
to 
> the completed trade (ie. Buy AND the corresponding Sell). In 
> otherwords, if I am currently paying $15 for each Buy or Sell, 
should 
> I use the figure $15 or $30 ??
> 
> 2. Each time I run [PORTFOLIO BACKTEST] on my system, I receive a 
> list of trades, which is as expected. However, when I analyse the 
> trades in more detail, it seems that only ONE trade is open at any 
> one time.
> 
> However, under [SETTINGS] - [PORTFOLIO] - [MAX OPEN POSITIONS] I 
have 
> the value 10 in this field, (as I want to have multiple open 
> positions).
> 
> Consequently, can anyone explain why my trade results do not 
reflect 
> this???
> 
> I have tried backtesting a few different systems, but each one only 
> shows 1 Open position at any time.
> 
> In addition, I have checked my code and there is no reference to 
the 
> Number of Positions.
> 
> Any help much appreciated,
> 
> Chorlton
>




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