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Graham
I am no expert at this, but doesn't "activate stops immediately"
handle this situation for the case where stops are used for the sell
condition? ...... from the help files:
a) (if you want to have stops executed AFTER regular signals, so cash
from stopped out positions is NOT available to enter trades the same
day)
ActivateStopsImmediately turned ON
Larry
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> 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@xxx> 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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