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RE: [amibroker] Re: Exact amount of transaction dayli



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So you want to create an always in, but only certain number of traders per day
I would change this first

Buy= LongSignalSum<=tradesperday AND CondBuy;
Sell= CondShort;
Short=ShortSignalSum <=tradesperday AND
Cover=CondBuy;


To: amibroker@xxxxxxxxxxxxxxx
From: raskoks@xxxxxxxxx
Date: Thu, 24 Sep 2009 20:42:58 +0000
Subject: [amibroker] Re: Exact amount of transaction dayli

 
Something like that - thanks for this code.
But it was first thing and second is how to let only one signal make trade - I mean Long or short.
Becasue when i use your code for buy anf dor short i can manage amount of trades separatly for them but to make only one for both true

I mean:

tradesperday=1;
dn = DateNum();
newDay=Ref(dn,-1)!= dn;

bsnd=BarsSince(newDay);

CondBuy=...
CondShort=...

LongSignalSum=Sum(CondBuy,bsnd);
ShortSignalSum=Sum(CondShort,bsnd);

Buy= LongSignalSum<=tradesperday AND CondBuy;
Sell=ShortSignalSum<=tradesperday AND CondShort;
Short=Sell;
Cover=Buy;

But i want to have PositionSize = MarginDeposit = 1;
and make reverse (Long,short,long,short)
Any Hints? ;-)




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