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This code (at least in my testing) goes short after the first 2k of
profit, then continues to close the short positions and reopen them
(still short) with each additional 2k of profit.
Could someone kindly provide a tweak to make the positions flip-flop
between short and long with each new 2k of profit? (My efforts must
be missing the obvious!)
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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
>
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