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PureBytes Links
Trading Reference Links
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Read the notes provided for ActiveStops and see if you recognized your strategy.
http://www.amibroker.com/guide/afl/afl_view.php?id=20
You may find that changing the setting (from AA window) for
ActivateStopsImmediately will fix your problem.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Brandon_Ridenour" <brandon_ridenour@xxx> wrote:
>
>
> 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@> 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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