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I noticed this additional note:
"a) (if you want to have stops executed AFTER regular signals, so cash from stopped out positions is NOT available to enter trades the same day)
ActivateStopsImmediately turned ON "
It seems to suggest that ActivateStopsImmediately addresses this issue of making sure the freed up equity is not made available the same day.
In my case, because I have custom stop logic and am not using the ApplyStops function, I am using regular Sell/Cover signals to close positions. I set tradedelays(1,0,1,0).
If I understand the logic correctly, the backtester is improperly using my capital in this scenario, and because my stop logic is custom, activatestopsimmediately is not effective.
Is there any way to prevent this issue from occurring?
Thanks
--- In amibroker@xxxxxxxxxxxxxxx, "sfclimbers" <sfclimbers@xxx> wrote:
>
> 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@> 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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