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Hello,
No, it doesn't. I use "use previous bar for position sizing" option.
Also, I never fully utilise 100% of my buying power (with margin), so I can always place desired
order size (specified in number of shares/contracts) as calculated from previous day data.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "pmxgs" <pmxgs@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, April 16, 2008 6:10 PM
Subject: [amibroker] Re: Trading a system - explorations vs. backtesting
> Could you please explain how this works.
> For example, you get a signal today but enter trades tomorrow at the
> open and your position size depends on the entry level. Since we
> don't know tomorrow's open, is this feature useful in this case?
>
> thanks
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
> wrote:
>>
>> Yes, for my EOD systems I am using "add artitifical future bar" in
> the AA Settings "portfolio" tab.
>> This gives me trades for tommorow with position sizes.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "droskill" <droskill@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Monday, April 14, 2008 6:59 PM
>> Subject: [amibroker] Trading a system - explorations vs.
> backtesting
>>
>>
>> > So I'm getting ready to do some real-world testing of a system I
> wrote
>> > - and I'm wondering how people are doing it.
>> >
>> > I've got both a backtest and an exploration setup for my
> strategy.
>> > Are people using the "peak ahead" option in the backtesting
> options to
>> > get to the next day trades?
>> >
>> > Just wondering how people are working it. I'm more used to other
>> > backtesting software where it can produce a "hit sheet" for the
> next
>> > day's trading. Exploration has some of this, but I can seem to
> figure
>> > out how to figure out what the position size should be.
>> >
>> > Thanks!
>> >
>> >
>> > ------------------------------------
>> >
>> > 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
> Yahoo! Groups Links
>
>
>
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