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AFL runs through each symbol and compiles the trade signals
Backtest then uses these trade signals to put together a portfolio backtest.
If you need to control what one symbol does based on the trades that occured
in a different symbol you need to use the advanced backtest code. This adv
code is an additional pass through the backtest to make the necessary
changes to the basic backtest results
Single symbol
- to control the trades for a single symbol you use the AFL code
Portfolio
- to control the number of current open positions use setoption
maxopenpostions
- to control symbol trades on a portfolio level (eg no entries on same day
of exit of another symbol) you need to use the advanced backtest code
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 15/12/06, Paul Ho <paultsho@xxxxxxxxxxxx> wrote:
>
> either positionsize or a static variable e.g staticvarset
>
> ------------------------------
> *From:* amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] *On
> Behalf Of *brentonfx
> *Sent:* Wednesday, 13 December 2006 11:58 AM
> *To:* amibroker@xxxxxxxxxxxxxxx
> *Subject:* [amibroker] Delaying new trade entry to day after last exit
>
>
> I am testing a system that enters at the market open, but uses
> intraday exits, with a limit on the maximum number of open positions
> to 5.
>
> The problem I have is that Amibroker is allowing a new entry to occur
> on a new stock the same day as the last exit on a different stock, but
> in real life I cannot do this.
>
> eg if I'm in five trades already coming into today, and one of the
> trades exits today sometime during the day when my exit criteria is
> met, I can't take a new trade until tomorrow, but AB is allowing
> another new trade to be entered today at the open. How can I stop this
> from happening?
>
> Regards
> Brenton
>
>
>
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