[amibroker] Re: Taking all signals (long/short) with individual profit/loss target exits

["tiedemj" <home@xxxxxxxxxxxx>]

great tip Ed... backtestRegularRawMulti is very close - but not quite 
there...

from the doc on backtestRegularRawMulti:
// Sell/Cover exit all open positions on given symbol, Scale-In/Out 
work on all open positions of given symbol at once. 

So the remaining problem is, that a sell signal closes ALL positions -
 but I need individual closes for each trade (when individual 
profit/loss target is hit for each trade)..

but perhaps I can make it work with the custom backtester and handle 
each exit individually there... as I have access to entryprice - and 
access to priceArrays... If so, big step forward in resolving this...

any other tips?

Jens

--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx> 
wrote:
>
> hi,
> 
> have a look at these two modes. This is the easiest way to do such 
a thing:
> 
> SetBacktestMode( backtestRegularRaw ); 
> SetBacktestMode( backtestRegularRawMulti ); 
> 
> rgds, Ed
> 
> 
> 
> 
> 
> 
>   ----- Original Message ----- 
>   From: tiedemj 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Friday, August 08, 2008 1:12 PM
>   Subject: [amibroker] Taking all signals (long/short) with 
individual profit/loss target exits
> 
> 
>   Hello
> 
>   Anybody know how to express a system in AFL, that trades ALL buy 
and 
>   short signals - holding each trade until a profit or loss target 
is 
>   reached independent for each individual trade?
> 
>   I was trying to use sigScaleIn/Out - but as there can be both 
entry - 
>   and exit signals on each bar - I was not able to express the 
correct 
>   pricing and sizing. 
> 
>   I also tried use custom backtest - but that did not do the trick. 
Any 
>   hint's appreciated!
> 
>   Regards,
>   Jens Tiedemann
>



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