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By default, the backtester will only ever allow you to have a single
position open for a symbol at any one time.
I've never tried to do what you are describing. But, if it is
possible, you may need to change the backtest mode to
backtestRegularRawMulti using SetBacktestMode.
http://www.amibroker.com/guide/afl/afl_view.php?id=350
This might then require you to write custom backtest code to clean
out the signals you didn't want. Read the guide in the Files section
of this group posted by gp_sydney for how to work with the custom
backtester.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>
> I know that hedge betting is generally a fool's bet. But there may
be
> some rare instances when I want both a Long position and a Short
> position open at the same time (still experimenting with that
concept).
>
> Anyway, I can't get the backtester to have two such trades open
> simultaneously and hope someone can be of help. According to my
> understanding the below code placed at the begining of the formula
> (especially the bolded lines) are correct for hedging. And in the
> backtester General Settings I should set Positions to "Long and
Short",
> and uncheck the box for "Reverse entry signal forces exit". I have
done
> that, but still the backtester does not allow a Long or Short to be
open
> when the reverse is already open.
>
> Any help much appreciated.
>
> SetBarsRequired(10000, 10000);
> SetFormulaName("1-0 Initial Attempt");
> SetOption("CommissionAmount", 4.00);
> SetOption("CommissionMode", 2);
> SetOption("InitialEquity", 100000);
> SetOption("MaxOpenPositions", 2);
> SetOption("PriceBoundChecking", 1);
> SetOption("UsePrevBarEquityForPosSizing", 1);
> SetTradeDelays( 1, 1, 1, 1 );
> SetPositionSize(1,spsShares);
> SetOption( "ReverseSignalForcesExit", 0 );
>
------------------------------------
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