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

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Wrong!

ApplyStop()'s Profit Target and Stop Losses are evaluated 
INDIVIDUALLY for each open trade and they are NOT exited at the same time.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "tiedemj" <home@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, August 08, 2008 5:10 PM
Subject: [amibroker] Re: Taking all signals (long/short) with individual profit/loss target exits


> 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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