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

["Howard B" <howardbandy@xxxxxxxxx>]

Hi Ly --

Rotational Trading is a special, and limited, case of AmiBroker's portfolio processing.  If you want more flexibility, try removing the "enablerotationaltrading" statement, code explicit Buy and Sell statements, code all the other indicators you want to use, and use "PositionScore" to select which ticker to buy when there are more signals than "slots".

Thanks,
Howard

On Wed, Mar 12, 2008 at 10:31 AM, loveyourenemynow <loveyourenemynow@xxxxxxxx> wrote:

Thanks Tomasz,

so if want to exit at different time (enter at open for example and
exit at close of same or following n day) what should I do?
Can I loopp through trades objects and change the entry exit
time/price or they are not available as in other backtesting modes?
If I do would the backtester make sure I only enter after all previous
positions are close, and so wait for the 1 ore more to do another
ranking, instead of entering on the bar it woul normalli enter in
standard rotational mode?
For example let's say i backtest in daily periodicity and enter at
open putting all money in the postion, and then I want to close at
ref(c,2).Would the next entry happen at ref(o,3) or there could be
some "false entry" at ref(o,1) and ref(o,2)?
I tried nbar stops but they don't seem to work even if give them
priority, and in any case exit/entry price would still be the same.
Also some other strange thing happen: if I set nbar stop/ and select
has priority, and backtet nothing happens.If I then check the nbar AA
settings they different from the ones I selected.Id it becaue rotation
backtesting automatically deactivate n-bar stops?

Thanks again
Ly

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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
> >
> >
> >
>

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