|
PureBytes Links
Trading Reference Links
|
Tx Thomas - is there a way to target open positions individually for
closure other than using applyStop() in backtesttRegularRawMulti
mode? So based on some other exit signal for each individual position?
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> 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@xxx>
> 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@>
> > 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
> >>
> >
> >
> >
> > ------------------------------------
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > Yahoo! Groups Links
> >
> >
> >
>
------------------------------------
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|