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Sorry :-) I did not change the size from the original example :-)
Original poster: please make sure to adjust the sizes and check your code on paper trading account first.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Jerry Gress" <pleasenospamplease@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, March 20, 2008 5:01 PM
Subject: RE: [amibroker] IBController - Where do I specify exchange? Thanks Tomasz
> TJ buy '100' ER2, you are the man :)
>
> Jerry Gress
> Stockton, Ca.
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of KBH
> Sent: Thursday, March 20, 2008 8:57 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] IBController - Where do I specify exchange? Thanks
> Tomasz
>
> Thanks, Tomasz
>
> Duh, sorry about that. I should been thinking more.
>
>
>
>
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of Tomasz Janeczko
> Sent: Thursday, March 20, 2008 5:46 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] IBController - Where do I specify exchange?
>
>
>
> http://www.amibroker.com/ib.html (SCROLL DOWN to "symbology"):
>
>
>
> ibc.PlaceOrder("ER2-GLOBEX-FUT", "BUY", 100, "MKT", 0, 0, "DAY", False );
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> ----- Original Message -----
>
> From: KBH <mailto:hawkinsk001@xxxxxxxxxxxxx>
>
> To: amibroker@xxxxxxxxxxxxxxx
>
> Sent: Thursday, March 20, 2008 4:22 PM
>
> Subject: [amibroker] IBController - Where do I specify exchange?
>
>
>
> Using the demo code for IBController I can place orders with this
> code
>
>
>
> ibc.PlaceOrder("MSFT", "BUY", 100, "MKT", 0, 0, "DAY", False ); //
> place order but do not transmit yet
>
>
>
>
>
>
> works fine.
>
>
>
> But if I want to trade futures where do I specify exchange? Just
> changing ticker ("MSFT") with "ER2" it still defaults to "Smart"
>
> as the exchange, when it should be "GLOBEX".
>
>
>
> Thanks,
>
>
>
> Bruce
>
>
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf Of martinfernando66
> Sent: Thursday, March 20, 2008 4:39 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Backtester: same bar scaleout and sell
> signals traced (2)
>
>
>
> For the traces tried all SetBacktestMode parameters, including the
> new
> ones 2.
> Also traced the signals delivered by the system, which are ok.
> Those signals get transformed by bo.PreProcess() if on the same bar,
> altering
> backtest postprocess while leaving positions open.
> Since scaleout is removed, to software trap the signals on a custom
> backtester a workaround is required.
> By chance, is there an undocumented 'transparent' backtester mode so
> that PreProcess leaves signals
> untouched for the custom backtester?
> Thanks again.
>
> --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> , "martinfernando66" <clogs@xxx> wrote:
> >
> > Tomasz:
> > many thanks for your kind reply. Have just traced on DebugView
> with a
> > simple signal viewer custom backtester several bars to see how and
> > what signals appear. No processing at all done in the custom
> > backtester code below.
> > The trace shows signals on 30 min bars in accordance with the
> chart.
> > Switching to 1 hour bars, the chart shows signals but no signals
> are
> > appearing on the backtester trace in some cases, as attached
> below. In
> > some others, scaleout signals (6) get changed to buy signals (1)
> or to
> > short signals (3) depending on the trade side. Positions remain
> open
> > although posSize is 0 (-1000000).
> > Am I missing something important? bo.PreProcess() appears to
> change
> > and remove signals. How do you suggest I shall move forward in
> custom
> > backtesting scaleout and sell signals on the same bar?
> >
> > Thank you for your advice since at this point I'm a bit lost.
> > Best regards,
> > Fernando Martin
> >
> > 30 min trace:
> > [2124] bar=144 080318,125900
> > [2124] bar=145 080318,132900
> > [2124] bar=146 080318,135900
> > [2124] bar=147 080318,142900
> > [2124] bar=148 080318,145900
> > [2124] bar=149 080318,152900
> > [2124] bar=150 080318,155900
> > [2124] bar=151 080318,162900
> > [2124] Type=1, Price=1311.750, posSize=-2002
> > [2124] bar=152 080318,165900
> > [2124] Type=6, Price=1312.500, posSize=-2001
> > [2124] bar=153 080318,172900
> > [2124] bar=154 080318,175900
> > [2124] bar=155 080318,182900
> > [2124] bar=156 080318,185900
> > [2124] bar=157 080318,192900
> > [2124] Type=2, Price=1317.750, posSize=-10000000000
> > [2124] bar=158 080318,195900
> > [2124] bar=159 080318,202900
> > [2124] bar=160 080318,205900
> > [2124] bar=161 080318,212000
> > [2124] Type=1, Price=1334.250, posSize=-2002
> > [2124] bar=162 080318,215900
> > [2124] bar=163 080318,222900
> > [2124] Type=2, Price=1333.250, posSize=-10000000000
> > [2124] bar=164 080318,232900
> > [2124] bar=165 080318,235900
> > [2124] bar=166 080319,002900
> > [2124] bar=167 080319,005900
> >
> > 60 min. trace:
> > [2124] bar=220 080318,125900
> > [2124] bar=221 080318,135900
> > [2124] bar=222 080318,145900
> > [2124] bar=223 080318,155900
> > [2124] bar=224 080318,165900
> > [2124] bar=225 080318,175900
> > [2124] bar=226 080318,185900
> > [2124] bar=227 080318,195900
> > [2124] bar=228 080318,205900
> > [2124] bar=229 080318,215900
> > [2124] bar=230 080318,222900
> > [2124] bar=231 080318,235900
> > [2124] bar=232 080319,005900
> >
> > Custom backtester code:
> > if(Status("action") == actionPortfolio){
> > bo = GetBacktesterObject(); bo.PreProcess();
> > // debug initialize bar date-time
> > dn = DateNum();
> > tn = TimeNum();
> >
> > for(bar=0; bar<BarCount; bar++){
> >
> > // debug bar number, date, time
> > _TRACE(StrFormat("bar=%1.0f %06.0f,%06.0f\n", bar ,dn[bar]%
> > 1000000,tn[bar]));
> >
> > // explore signals in bar
> > for( sig=bo.GetFirstSignal(bar); sig; sig=bo.GetNextSignal(bar) ){
> >
> > // debug signals
> > _TRACE(StrFormat("Type=%1.0f, Price=%4.3f, posSize=%2.0f\n",
> sig.Type,
> > sig.Price, sig.PosSize));
> >
> > }
> > bo.ProcessTradeSignals(bar);
> > bo.UpdateStats(i, 1);
> > bo.UpdateStats(i, 2);
> > }
> > bo.PostProcess();
> >
> > }
> >
> > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> , "Tomasz Janeczko" groups@ wrote:
> > >
> > > Hello,
> > >
> > > You can do that but only using custom backtester interface.
> > > Regular backtester allows one scaleout or exit on single bar,
> not
> both.
> > >
> > > This sample shows how to perform scaling using custom backtester
> > >
> http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions
> > > This is more general doc:
> > >
> >
>
> http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-i\
> nterface-2
> <http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-inte
> rface-2>
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: "martinfernando66" clogs@
> > > To: amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>
> > > Sent: Tuesday, March 18, 2008 12:56 PM
> > > Subject: [amibroker] Backtester: same bar scaleout and sell
> signals
> > >
> > >
> > > > Coded a system that is flexible to take profit (Buy=scaleout)
> and
> exit
> > > > on the same bar (sell=3) if conditions are met.
> > > > After several tries with different periodicity (15 min, 30
> min, 1
> > > > hour) appears that backtester is not processing more than one
> signal
> > > > per bar, leaving open the position while on the chart the
> system
> is
> > > > closing it.
> > > > Missed some setting? If not, would be very grateful if someone
> could
> > > > confirm if standard backtester is only processing one signal
> per
> bar.
> > > > Thanks,
> > > > Fernando Martin
> > > >
> > > >
> > > >
> > > > ------------------------------------
> > > >
> > > > 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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> 3/19/2008 9:54 AM
>
>
>
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>
>
> ------------------------------------
>
> 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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