|
PureBytes Links
Trading Reference Links
|
Hi there,
I have a bar where my futures system generates a Short signal on open, then a Cover 20 points above the open, and then a Buy 21 points above the open all on the same day. Running a Scan shows that I have a Short, Cover and Buy all on the same bar. However, when running the backtester, trades for the Short and Cover signal are ignored, and only the Buy trade is initiated.
If I comment out the code that generates the Buy signal, then the Short/Cover trade is initiated by the back tester.
The Short/Cover trade isn't being ignored for lack of equity or position size. I've tried different backtester settings to no avail.
The backtester settings I last tried were the following:
Initial Equity: 1e+007
Positions: Long and short
Periodicity: Daily
Min shares: 1
Min pos value: 0
Futures mode: Checked
Allow position size shrinking: Checked
Activate stops immediately: Checked
Reverse entry signal forces exit: Checked
Allow same bar exit: Checked
QuickALF: Unchecked
Round lot size: 1
Tick size:0
Use previous bar equity for position sizing: Unchecked
My AFL code has the following options set:
SetTradeDelays(0,0,0,0);
SetPositionSize( 1, spsShares );
SetOption( "CommissionMode", 2 );
SetOption( "CommissionAmount", 0 );
Thankyou for any help you can provide.
------------------------------------
**** 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/
|