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In the AA porfolio tab, I have Max Open Position set at 1
I have Limit Trade size % at 10 and I have the disable trade size
limit when bar is at zero checked.
I added AND PositionSize < Volume * 0.10; to my buy statement. The
reults changed dramatically. I only had 8 trades instead of 45.
I am trading 1 future contract. Would this make a difference? I have
checked the missing trades and the volume was 3 contracts on one,
zero on another, 19 on the third, and zero on a fourth. This doesn't
make sense to me.
Also, if I change the
AND PositionSize < Volume * 0.10;
to
AND PositionSize > Volume = 0;
I get results that are that are the same as I get without adding any
of this. However, the trades are still missing.
Tom
--- In amibroker@xxxxxxxxxxxxxxx, "professor77747" <professor@xxx>
wrote:
>
> 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@> 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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