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falls hier einer ist der deutsch kann und so nett wäre es ins
englische zu übersetzen da ich glaube das wir hier doch aneinander
vorbei reden.
es ist nicht so das ich eine signalüberschneidung habe.
ich habe immer einzelne trades, also buy sell und nach einiger zeit
ein neues buy signal.
das problem ist das AB immer nur mit der linie arbeitet die ich als
erstes in den chart einzeichne.
auch wenn ich eine linie mit "Study UP" bezeichne und eine linie mit
"Study DN" wird nur mit der linie gearbeitet die ich als erstes zeichne.
die zweite linie wird so lange ignoriert bis ich die erste lösche.
aber es sollte doch so sein das wenn ich 10 linien mit "Study UP"
einzeichne und sie als buy signal verwende AB mir jedes mal kauft wenn
vorher ein exit da war, oder nicht?
gruß und dank
Klaus
--- In amibroker@xxxxxxxxxxxxxxx, "kmunnecke" <kmunnecke@xxx> wrote:
>
> 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@> 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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