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[amibroker] Re: forex backtesting



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Hi,

I had hoped that someone else would chime in for you here, since I 
don't trade futures, and don't use stops. But, since nobody else has 
answered, the best I can do is refer you to the documentation:

http://www.amibroker.com/guide/afl/afl_view.php?name=ApplyStop

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "zanhero" <zanhero@xxx> wrote:
>
> Thank you Mike!
> Here is the code I found to work:
> 
> ------------------------------------------------------
> SetOption("MaxOpenPositions", 5 );
> SetBacktestMode( backtestRegularRawMulti ); 
> SetOption( "FuturesMode", True);                    
> PositionSize = -20; // use 20 percent of equity
> MarginDeposit = 1500; // deposit required for 1 pair
> RoundLotSize = 1; // trade only round contracts
> PointValue = 10/TickSize; //this adjusts profit so for 1 pip = $10 
> [tick
> //sizes: 0.01 for yen AND 0.0001 for others]
> 
> 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;
> 
> //buy
> Buy = Ref ( Close , -1 ) > Ref ( Open , -1)
> 	AND Cond777;
> //short
> Short = Ref ( Close , -1 ) < Ref ( Open , -1)
> 	AND Cond777;
> //exit trade
> Sell = Cover = DayOfWeek() == 5 ;
> ------------------------------------------------------
> The problem I got now is that I cannot get the stop function to 
> work, I tried applystop, the build-in stop from settings, nothing 
> seems to work? 
> I'm looking for an individual trade stop. Let's suppose I have 3 
> open trades right now, and one of them is 300 points loss, I want 
to 
> exit this one but keep the other ones, what do I have to do? How do 
I 
> implement this in afl code?
>  
> Any help appreciated!
>



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