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i have only one open trade at time.
a sampel,
i draw 3 lines in AAPL
at first,
14.4 - 15.4.2008 149.30$
then a long line
3.12 - 20.12.2007 184,84$
3)
9.5 - 12.5.2008 184.71
all "Study UP"
my programm
SetTradeDelays( 0, 0, 0, 0 ); // buydelay, selldelay,shortdelay,
coverdelay
Risiko = -0.25 ; //risiko auf das depot
RisikoimWert = Ref (H,-1) - Ref (L,-1) ; // risiko im wert
PositionSize = ( Risiko / RisikoimWert) * BuyPrice;
Buy = Cross (H, Study( "UP",1000) );
BuyPrice= Ref (H,-1);
Sell = L < Ref (L,-1);
//Sellstop = Ref (L,-1);
SellPrice = Min ( Open, Ref (L,-1));
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
now the backtest,
at first AB Buy 15.4 and sell 22.4
none other signals?
now i delet the line there i draw at first,
backtest,
AB buys 5.12 sell 11.12.2007 and buy 20.12 sell 28.12.2007
it is correctly, but the last line signals not works?
i delet the long line
AB buy 12.5 and sell 14.5.2008.
AB looks only too the line i draw first, why?
it is a simpeles program ,
can you test it of your PC?
thanks
Klaus
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> You can only have one open trade at a time for each stock.
> If you want to have more than one trade open at the same time, you
> have two choices:
>
> 1) Set Buy to SigScaleIn
> http://www.amibroker.com/guide/h_pyramid.html
>
> 2) Write custom backtest and use SetBacktestMode
> (backtestRegularRawMulti);
> http://www.amibroker.com/guide/afl/setbacktestmode.html
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "kmunnecke" <kmunnecke@> wrote:
> >
> >
> > I think a picture says more than one thousand words
> >
> > i have 15 trades.
> > http://img233.imageshack.us/my.php?image=21arc2.gif
> >
> > now i look the trades in AB.
> > i draw a line at my buy date.
> >
> > http://img61.imageshack.us/my.php?image=studyjq6.gif
> > http://img61.imageshack.us/my.php?image=study1gj5.gif
> >
> > there are now 14 trades,
> > i buy CSCO 7.5 and 12.5
> > AB buy CSCO only 7.5
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "kmunnecke" <kmunnecke@> wrote:
> > >
> > > Thank you,
> > > but I think this is not my problem.
> > > I buy one worth (Shares) 3 times.
> > > at first my stop if the low yesterday,
> > > now i look a stop 1 ATR.
> > > the buy time is the same.
> > >
> > > 3 buys in one shares,
> > > then i look different stops
> > >
> > > i dont look to the different lines,
> > > the buy time is reality.
> > >
> > > i looks for the best stop of my entrys.
> > > but AB buys only the first line in the chart and i buys 2 or 5.
> > >
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> > > >
> > > > Use Study ID "01", "02", "03", etc.
> > > > Use Optimization to see results from different lines.
> > > >
> > > > Mike
> > > >
> > > >
> > > > Risiko = -0.25 ; //risiko auf das depot
> > > >
> > > > RisikoimWert = Ref (H,-1) - Ref (L,-1) ; // risiko im wert
> > > >
> > > > PositionSize = ( Risiko / RisikoimWert) * BuyPrice;
> > > >
> > > > StudyID = Optimize("Study ID", 1, 1, 3, 1);
> > > > Buy = Cross (H, Study(StrFormat("%02.0f", StudyID), 1000));
> > > >
> > > > BuyPrice= Ref (H,-1);
> > > >
> > > > Sell = L < Ref (L,-1);
> > > >
> > > > //Sellstop = Ref (L,-1);
> > > >
> > > > SellPrice = Min ( Open, Ref (L,-1));
> > > >
> > > > Buy = ExRem(Buy,Sell);
> > > >
> > > > Sell = ExRem(Sell,Buy);
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "kmunnecke" <kmunnecke@>
> wrote:
> > > > >
> > > > > I draw a line "Study UP"
> > > > > do backtest and AB buy correctly
> > > > >
> > > > > I draw a second line "Study UP"
> > > > > do backtest and AB buy just the first line?
> > > > >
> > > > > i Delete the first line, AB buy the second line?
> > > > >
> > > > > AB works always with the line i draw first?
> > > > > but I would like to work with multiple lines,
> > > > > there are my trades and i look for different stopps.
> > > > > SetTradeDelays( 0, 0, 0, 0 ); // buydelay,
> selldelay,shortdelay,
> > > > > coverdelay
> > > > >
> > > > > Risiko = -0.25 ; //risiko auf das depot
> > > > >
> > > > > RisikoimWert = Ref (H,-1) - Ref (L,-1) ; // risiko im wert
> > > > >
> > > > > PositionSize = ( Risiko / RisikoimWert) * BuyPrice;
> > > > >
> > > > > Buy = Cross (H, Study( "UP",1000) );
> > > > >
> > > > > BuyPrice= Ref (H,-1);
> > > > >
> > > > > Sell = L < Ref (L,-1);
> > > > >
> > > > > //Sellstop = Ref (L,-1);
> > > > >
> > > > > SellPrice = Min ( Open, Ref (L,-1));
> > > > >
> > > > > Buy = ExRem(Buy,Sell);
> > > > >
> > > > > Sell = ExRem(Sell,Buy);
> > > > >
> > > >
> > >
> >
>
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