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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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