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[amibroker] Re: how to ref open position?


  • Date: Thu, 04 Mar 2010 04:18:05 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: how to ref open position?

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The only way to be 100% certain is to write custom backtesting code since "potential" open positions may not actually have been opened due to such factors as lack of funds, too many open positions, etc.

However, as guideline, you may write exploration code as follows:

Buy = ...;
Sell = ...;

InPos = Flip(Buy, Sell);
EntryPrice = ValueWhen(ExRem(Buy, Sell), BuyPrice);

Filter = InPos;

AddColumn(EntryPrice, "Entry");

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "karldanefoster" <karldanefoster@xxx> wrote:
>
> I am sure this is a dumb question but I am new and cannot figure it out.
> I am trying to use Explore in Automatic Analysis to generate a list of possible trades for a given day.  I would like to show any current open positions.  How does one show the current position using AFL?
> Any advice you guys can give me would be appreciated.
> thanks
>




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