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Ed,
Thank you for the additional information. I will have to study what
you've said...not sure I understand it yet. Still have a lot to
learn about AFL.
I appreciate the help,
TS
--- In amibroker@xxxxxxxxxxxxxxx, "ed nl" <ed2000nl@xxxx> wrote:
> I forgot to have a look at your question about the open. I solved
this using loops but it can be done using applystop also. What you
want the code to simulate is that if your limit is not reached the
money is still reserved that day in the market. So you don't want to
add this constraint in the Buy definition because then it will use
the money to buy something else instead
>
> So you add this constraint in the nBar stop. For instance you Buy
if the price goes below yesterdays close and you may short if the
price goes above yesterdays close. Meaning if the low is greater than
yesterdays close the Long position will not be entered (same story
with short)
>
> nnb = IIf( (Buy == 1 AND L > Ref(C,-1)) OR (Short == 1 AND H < Ref
(C,-1)),0,nb);
>
> ApplyStop(stopTypeNBar,stopModeBars,nnb,ExitAtStop = 1,Volatile =
False, ReentryDelay = 1 );
>
> So now the backtest exits the same day if the entryLimit is not
reached. Effectively this money is not used for 1 bar,
>
>
> rgds, Ed
>
> ----- Original Message -----
> From: techsmart
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, November 29, 2004 4:39 PM
> Subject: [amibroker] Newbie help with backtest
>
>
>
>
> Hope you won't mind a newbie question or two...or three...
>
> I'm not new to system development, but I am new to Amibroker and
am
> trying to convert systems from another software platform.
>
> I'm sure AB can do what I want, but I haven't been able to figure
it
> out.
>
> My system looks for EOD setups each night. This usually results
in a
> few to several dozen watch list symbols. The next day the system
> enters on a limit price if hit. Then the system exits on a
profit
> target or a timed stop.
>
> So, how do I...
>
> 1) exit on a profit target based on the entry price, eg: the exit
> would be on the close on a day when the HIGH was greater than the
> ENTRYPRICE*1.05. So, I need to reference the entry price.
>
> 2) If the target exit conditions are not fulfilled, then the
trade is
> exited on the close of the 4th day after entry. I think this can
be
> done using the stops in the AB backtest settings.
>
> 3) For the entry, I think I can use the ref command to see if the
> setup occurred yesterday and then see if the low was lower than
the
> limit target price. Then enter on the lowest of the open or
> yesterday's close*limit price.
>
> Thanks for any help. Once I get a backtest or two going, I
should be
> able to figure this stuff out.
>
> TS
>
>
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
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