|
PureBytes Links
Trading Reference Links
|
Without knowing exactly what settings you are making, and what code
you have in place, it is difficult to give an answer. But, generally,
yes, I would expect that an explicit filter in code would work the
same as the AA settings (at least for stocks, I've never worked with
futures). Though, since volume is delayed by one bar, perhaps
AmiBroker looks ahead before applying the filter? I have never tested
that.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "professor77747" <professor@xxx>
wrote:
>
> 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/
|