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PureBytes Links
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Answering my own question, doh! I overlooked ScaleTrade.
1 EnterTrade, any number of scaletrades, and 1 ExitTrade completes a
single position.
--- In amibroker@xxxxxxxxxxxxxxx, "janhausd" <janhaus.dresden@xxx> wrote:
>
> I've been looking into setting up the custom backtester so I can
> import lists of (historical) trades and use Amibroker to calculate the
> statistics. I've got most of the basics figured out, except I don't
> know how to specify a position size in ExitTrade()! [Is this even
> possible? Or should I use a different approach]
>
> For example, how do I handle situations like:
> Buy 2 @ 927.2
> Sell 1 @ 929
> Sell 1 @ 929.4
>
> If I use:
> bo.EnterTrade(...2 trades)
> when I do
> bo.ExitTrade()
> This exits the entire position!
>
> It's easy enough the other way, where I buy 1 buy 1 sell 2, because
> EnterTrade() has a PositionSize field, but Exittrade() doesn't. I'd
> appreciate any input or suggestions on how to solve this problem.
>
> Reference:
> http://www.amibroker.com/guide/a_custombacktest.html
> Specifically:
> long ExitTrade( long Bar, string Symbol, float Price, [optional]
> variant ExitType )
>
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