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Thanks Mike,
I will try your suggestion. I already have it set in the AA settings.
I just want to duplicate the backtesting trades using my formula so I
want to add it to my formula.
I am automatic trading and I check my actual trades with the backtest
trades after they are placed. I noticed that a few trades were made
that were not made on the backtest list.
Tom
Tom
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> The setting you describe can be found on the Portfolio tab of the
AA
> window as described here:
> http://www.amibroker.com/guide/w_settings.html
>
> If you want to accomplish the same thing programatically, just add
> the condition as part of your buy logic.
>
> e.g. Assuming that you've got PositionSize set as a number of shares
>
> Buy = ... AND PositionSize < Volume * 0.10;
>
> If you have PositionSize set as a percentage of equity, you would
> need to move the check into custom backtest code to multiply the
> percentage by the Equity property of the backtester object.
>
> But, of course, it's easiest to just set the value in the AA
window :)
>
> For consistency, you may want to set all your settings just the way
> you like, then save them to an external .abs file. That way you can
> mess around with other settings with the comfort of knowing that
you
> can always reload the known good values before doing a "real" run.
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "professor77747" <professor@>
> wrote:
> >
> > I have a formula that I backtested. I found that some trades were
> not
> > made when the conditions were satisfied. Then I was told that the
> > settings in AA were the problem.
> >
> > I was told that by default AmiBroker won't open new trades when
> desired
> > trade size is less than 10% of bar volume. I searched help for
> volume
> > and bar volume, but I didn't find anything that I thought would
> help me
> > add that condition to my formula.
> >
> >
> > How can I duplicate that condition?
> >
> > Thanks,
> > Tom
> >
>
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