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Re: [amibroker] rotional backtesting trade delay and Nbar Stops



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Trading Reference Links

Hello,

The same way as max loss and profit stops - one line ApplyStop.

Note however that in rotational mode rotation (BOTH entries and exits) occurs
at the SAME time (either on open or on close). 

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "loveyourenemynow" <loveyourenemynow@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, March 12, 2008 2:21 PM
Subject: [amibroker] rotional backtesting trade delay and Nbar Stops


> Hi,
> 
> how can nbar stops be applied in rotational trading?( stoploss and
> stopprofit seem to work).
> 
> I need to enter at open and exit at close, and since buy/sell are
> ignored in rotational mode I cannot just set sell=cover=1 and
> sellprice=coverprice=c; buyprice=shortprice=o;
> Also I tried to use settradedelay but is doesn't have any effect on
> backtesting, the only way is to use AA trade setting window to change
> trade delay.
> Why?
> 
> Should I code my own nbar stop/ trade delay in custom backtesting?
> 
> Thanks
> Ly
> 
> 
> 
> 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
 
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