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Re: [amibroker] Buy and Short GBPJPY signals missing



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Thanks Graham

I have tried this.

However then the solution TJ gave me under Message number 119190 cannot 
be used it seems:

ApplyStop(stopTypeLoss,stopModePoint, IIf(Buy,0.8 ,2.4)  ,1,False,0);// =2

returns this error:

Error 43: Variable stops are not supported in Rotational and Raw 
backtest modes.

Are there any other settings I can try?

Regards

ChrisB

Graham wrote:
>
> you could try this
> SetBacktestMode( backtestRegularRawM ulti );
>
> -- 
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriti ng.com <http://www.aflwriting.com>
>
> On 27/01/2008, ChrisB <kris45mar@xxxxxx net.au 
> <mailto:kris45mar%40iinet.net.au>> wrote:
> > Hi.
> >
> > Backtesting GBPJPY hourly.
> >
> > I have Long and Short signals, which I wish to trade simultaneously,
> > (which can be done on the same account without Shorts closing any open
> > Longs and vice versa.)
> >
> > With Settings : Long only, this returns 40 trades for the year.
> > With Settings: Short only, this returns 56 trades for the year.
> >
> > However with Settings: Long and Short, AB returns only 81 trades.
> > There are 15 trades not taken.( 1 Short and 14 Longs)
> >
> > Looking at the plotshapes and tradelists it seems Longs that should have
> > been taken were not, because of existing open Shorts.
> >
> > How can I fix this?
> >
> > I have
> > 1. Applystops re-entry delay set to 0 (zero)
> > 2. I have SetOptions(" ReverseSignalFor cesExit", False);
> > 3. SetTradeDelays( 0,0,0,0); with Buy = Ref(MyBuySignal, -1);
> > 4. There are enough funds: 100 000 USD with single lots (margin of 
> 10000)
> > 5. Futures mode, ticksize, pointvalue, margindeposit, and Roundlotsize
> > correctly set for Fx.
> > 6. Equity(1) correctly placed after Buy Sell Short Cover, Applystops
> > and before Plotshapes.
> > 7. No immediately preceding redundant signals.
> >
> > What other settings should I be looking at?
> >
> > Regards
> >
> > ChrisB
> >
> > --
> > Regards
> >
> > ChrisB
> >
>
>  


-- 
Regards

ChrisB





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