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Thank you Mike,
This has solved my problem and I can now test what I wanted.
John
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> I don't quite understand what you mean by 'iterates through a bar'. Given that there is only a single set of values (O/H/L/C) there is nothing to iterate through.
>
> However, it is valid to have conditional logic in the assignment, yes. Though, your syntax usage is incorrect. See below for correction.
>
> PositonSize = iif(L<limitprice2, -20, -10);
> BuyPrice = iif(L<limitprice2, (limitprice1+limitprice2)/2,limitprice1);
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "jmdeacon" <jmdeacon@> wrote:
> >
> > Can the position size vary as the program iterates through a bar? For instance can I write
> >
> > iif(L<limitprice2, positionsize = -20, positionsize = -10);
> > iif(L<limitprice2, buyprice = (limitprice1+limitprice2)/2,limitprice1);
> >
> > John
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> > >
> > > If you want to do what you are proposing, you don't need CBT.
> > >
> > > Whenever you recognize a "scalein" condition, just set the BuyPrice to the average of buyprice1 and buyprice2, and the position size to double the usual size. The backtester exits all positions (initial and scaled in) at a single Sell signal, so that is effectively what is happening anyway.
> > >
> > > Mike
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "jmdeacon" <jmdeacon@> wrote:
> > > >
> > > > What I want would not need intraday data. The way I would want ti code with OHLC is something like this:
> > > >
> > > > limitprice1 = (ref(c,-1)*0.99);
> > > > limitprice2 = (ref(c,-1)*0.98);
> > > >
> > > > buyprice1 = min(O,limitprice1);
> > > > buyprice2 = min(O,limitprice2);
> > > >
> > > > Buy would occur if L < limitprice1.
> > > > Scalein would occur if L <limitprice2.
> > > >
> > > > If the low is less than the limitprice1, I would enter the position. If the low is less than the limitprice2, then I would scalein. If the open is below both prices then I would enter a double position at the price of the open.
> > > >
> > > > I already have this coded to work on seperate bars, but many times, the pullback occurs on the same bar and I would like to backtest that occuring on the day of the initial purchase.
> > > >
> > > > So, the question is, is there some kind of CBT coding that would allow me to test what I want to test.
> > > >
> > > > Thanks,
> > > >
> > > > John
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> > > > >
> > > > > Hi
> > > > >
> > > > > You can't do that. All you know is open/high/low/close. You don't know what happened in between.
> > > > >
> > > > > Consider these two scenarios:
> > > > >
> > > > > Open, gentle steady decline in price down to -2%.
> > > > > Open, next trade after the open is a 2% drop.
> > > > >
> > > > > Now, would you still want both an initial buy and a scale in for both scenarios? How would you know if half the position was bought at -1% and the other half at -2% (first scenario) vs. all bought at -2% (second scenario).
> > > > >
> > > > > If you want intraday trades, you need intraday data.
> > > > >
> > > > > Mike
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "jmdeacon" <jmdeacon@> wrote:
> > > > > >
> > > > > > Is it possible to scale in on the same bar? To make it clear, lets say I am using EOD data and I want enter a position as the price pulls back. XYZ starts the day at $10 and I want to buy if it loses 1% and scalein to double to position if it loses another 1%. Is there a way to code for that to occur on the same bar assuming XYZ traded below $9.80 on the bar in question? I know how to do it with Scalein when it occurs on seperate bars?
> > > > > >
> > > > > > Thanks,
> > > > > >
> > > > > > John
> > > > > >
> > > > >
> > > >
> > >
> >
>
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