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Have a look at SetBacktestMode and see if that helps.
http://www.amibroker.com/guide/afl/afl_view.php?id=350
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Paolo Cavatore" <pcavatore@xxx>
wrote:
>
> I've got an indicator which is giving buy/sell signals (ie. 0
> nothing, +1 buy 100 shares, +2 buy 200 shares, -3 sell 300 shares
and
> so forth).
>
> SigScaleIn/SigScaleOut variables don't seem to be able to manage
> long/short positions properly. Let's say I'm long 400 shares and
get
> a -6 from my indicator. I should close the long position and open a
> new short position for 200 shares.
>
> The code below is a draft of what I'm trying to achieve but there
is
> no way to let it work as it should. Any help is much appreciated.
>
> p
>
>
> SetPositionSize( 100 * abs(Indicator), spsShares);
>
> DoScaleInBuy = Indicator > 0;
> DoScaleOutBuy = Indicator < 0;
> DoScaleInShort = Indicator < 0;
> DoScaleOutShort = Indicator > 0;
>
> Buy = DoScaleInBuy * SigScaleIn + DoScaleOutBuy * SigScaleOut;
>
> Short = DoScaleInShort * SigScaleIn + DoScaleOutShort * SigScaleOut;
>
> Sell = Cover = 0;
>
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