|
PureBytes Links
Trading Reference Links
|
I had already considered SetBacktestMode but it doesn't allow to
close open positions without having Sell/Cover variables defined
paolo
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Have a look at SetBacktestMode and see if that helps.
>
> http://www.amibroker.com/guide/afl/afl_view.php?id=350
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Paolo Cavatore" <pcavatore@>
> wrote:
> >
> > I've got an indicator which is giving buy/sell signals (ie. 0
> > nothing, +1 buy 100 shares, +2 buy 200 shares, -3 sell 300 shares
> and
> > so forth).
> >
> > SigScaleIn/SigScaleOut variables don't seem to be able to manage
> > long/short positions properly. Let's say I'm long 400 shares and
> get
> > a -6 from my indicator. I should close the long position and open
a
> > new short position for 200 shares.
> >
> > The code below is a draft of what I'm trying to achieve but there
> is
> > no way to let it work as it should. Any help is much appreciated.
> >
> > p
> >
> >
> > SetPositionSize( 100 * abs(Indicator), spsShares);
> >
> > DoScaleInBuy = Indicator > 0;
> > DoScaleOutBuy = Indicator < 0;
> > DoScaleInShort = Indicator < 0;
> > DoScaleOutShort = Indicator > 0;
> >
> > Buy = DoScaleInBuy * SigScaleIn + DoScaleOutBuy * SigScaleOut;
> >
> > Short = DoScaleInShort * SigScaleIn + DoScaleOutShort *
SigScaleOut;
> >
> > Sell = Cover = 0;
> >
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL 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/
|