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Re: [amibroker] Proprietary stop and custom backtester


  • Date: Tue, 26 Jan 2010 12:37:33 -0700
  • From: NickW <nick.willemse@xxxxxxxxx>
  • Subject: Re: [amibroker] Proprietary stop and custom backtester

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Hi,


It will help you a lot.  I had the same questions and this book provide me with a start on how to do things a lot easier in AFL than you might think.

Nick

On Fri, Jan 22, 2010 at 8:56 AM, Markus Witzler <funnybiz@xxxxxx> wrote:
 

Hello,
 
I´m in the process of coding a proprietary stop for the first time.
 
Since I need to use low-level CBT for backtesting, I wonder how to implement the stops into my code.
 
I understood that a proprietary stop is actually nothing else than an additional sell rule (in case of a long positon), coded as a loop.
 
My question would be the following:
 
1. Can I leave the stop code in regular AFL part just as the buy and sell rules or do I need to write it in CBT part of the code?
2. Since I use low-level mode of CBT, I need to call bo.handlestops(i). Does it "recognize" the stop part of the code, or do I have to tell it somehow. Or do I only have to use it for stops coded as applystops?
 
Maybe, someone could provide a sample code, how proprietary stops are being implemented into CBT routine?!
 
Any help/suggestion is highly appreciated!
 
Thanks
 
Markus




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