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Re: [amibroker] Re: Trading a system - explorations vs. backtesting



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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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