PureBytes Links
Trading Reference Links
|
Hello,
One of AmiBroker users brought this to my attention:
http://forum.tssupport.com/viewtopic.php?t=6058
Rarely I see so much nonsense posted about AmiBroker.
Below is the AFL that does what MC people were thinking is "impossible" in AB:
SetPositionSize( 10000, spsValue ); // dollar value of each position
Buy = True; // just open long trade at very first bar of test
Sell = Short = Cover = False; // the rest done in custom backtester code.
SetOption("MaxOpenPositions", 2 );
SetOption("UseCustomBacktestProc", True );
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess(); // Initialize backtester
for(bar=0; bar < BarCount; bar++)
{
bo.ProcessTradeSignals( bar );
totalprofit = 0;
for( pos = bo.GetFirstOpenPos(); pos; pos = bo.GetNextOpenPos() )
{
totalprofit += pos.GetProfit();
}
if( totalprofit > 2000 )
{
for( pos = bo.GetFirstOpenPos(); pos; )
{
price = pos.GetPrice( bar + 1, "O" );
symb = pos.Symbol;
pos = bo.GetNextOpenPos();
bo.ExitTrade( bar + 1, symb, price ); // exit long
bo.EnterTrade( bar + 1, symb, False, price, 10000 ); // enter short
}
}
}
bo.PostProcess(); // Finalize backtester
}
Best regards,
Tomasz Janeczko
amibroker.com
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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/
|