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HI HOward,
thank you, I didn't know position score can be used also in normal
backtstign mode.
I should have read the help more carefully.
Thanks
Ly
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> I could not say it better.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Howard B
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, March 12, 2008 6:55 PM
> Subject: Re: [amibroker] Re: rotional backtesting trade delay and
Nbar Stops
>
>
> 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@xxx> 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@> 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@>
> > 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.
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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