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[amibroker] Re: forex backtesting



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Trading Reference Links

By default, the AmiBroker backtester will only allow you to hold one 
open position per symbol. If you want to allow multiple open 
positions, then you can use SetBacktestMode( 
backtestRegularRawMulti ); See reference: 
http://www.amibroker.com/guide/afl/afl_view.php?id=350

--- In amibroker@xxxxxxxxxxxxxxx, "zanhero" <zanhero@xxx> wrote:
>
> I've been trying the whole day to write a code in afl, with no 
succes...
> here is the code I wrote:
> 
> Cond1 = DayOfWeek () == 1 ;
> Cond2 = DayOfWeek () == 2 ;
> Cond3 = DayOfWeek () == 3 ;
> Cond4 = DayOfWeek () == 4 ;
> Cond5 = DayOfWeek () == 5 ;
> Cond777 = Cond1 OR Cond2 OR Cond3 OR Cond4 OR Cond5;
> SetOption("MaxOpenPositions", 5 );
> 
> //buy
> Buy = Ref ( Close , -1 ) > Ref ( Open , -1)
> 	AND Cond777;
> Sell = DayOfWeek() == 5;
> 
> //short
> Short = Ref ( Close , -1 ) < Ref ( Open , -1)
> 	AND Cond777;
> Cover = DayOfWeek() == 5;
> 
> 
> I cannot get more then one open positions, i don't know why, and 
every 
> way i've been trying to write my ideas in afl, i get bizzare 
results.
> my system is really simple: buy if the previous bar was up, short 
if 
> the previous bar was down, sell/cover at the Friday's close.
> Can anyone help me?
>




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