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[amibroker] Re: Position Opened When No Funds Available



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I may have found a solution to this.  When I manually set the sell/cover signal, I am now setting it to a value of '4', rather than '1'.  When setting it this way, ActivateStopsImmediately seems to apply properly.

Basically, this fakes out as if I were using the ApplyStops function (i think)


--- In amibroker@xxxxxxxxxxxxxxx, "Brandon_Ridenour" <brandon_ridenour@xxx> wrote:
>
> 
> 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@> 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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