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[amibroker] Re: Position Opened When No Funds Available



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By the way, i have trade delays for Buy and Short set to 1, meaning it buys on the morning after the signal is generated.  I just need it to use the available balance from either the day the signal was generated, or at the exact market open.  It seems to be calculating available funds/balance based on the close of the next day.


--- In amibroker@xxxxxxxxxxxxxxx, "Brandon_Ridenour" <brandon_ridenour@xxx> wrote:
>
> Hi,
> 
> I have a system that opens positions only at the market open of a trading day.  At market open, it should calculate the position size based on the funds currently available at that time.
> 
> Today there was a signal at market open but no funds available.  Later during the day, a trailing stop was hit on one of my open positions, causing that position to be closed.
> 
> Tonight when I updated all quotes and ran the backtest, Amibroker shows the position from market open being opened, even there are no funds available.  I can only assume that it believes funds were available because of the position which was exited later in the day.
> 
> Obviously, the system should not be able to use funds which have not actually come available yet.  How can I ensure that it will only open positions if the funds are available at market open?
> 
> Thanks,
> Brandon
>




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