|
PureBytes Links
Trading Reference Links
|
Mike,
I see what you mean. When I change the settings in AA it changes my
results. Shouldn't they stay the same if my formula has this code in
it.
Tom
>
> Tom,
>
> I don't have any experience trading futures, so cannot give a
> competent answer to your question.
>
> However, if your PositionSize is 1 and the value of Volume is 3,
then
> using Buy = ...AND PositionSize < .1 * Volume in your code would
> prevent that trade since 1 > 0.3.
>
> Similarly, changing the code to PositionSize > Volume = 0 is
> meaningless since you are saying PositionSize > 0 (i.e. your code
is
> first setting Volume to zero then checking if PositionSize is
greater
> than that result).
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "professor77747" <professor@>
> wrote:
> >
> > 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
> >
> >
> >
>
------------------------------------
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/
|