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This is what I got from my little code doing backtest over past 5 bars. As
you can see it exits on 15th and enters on same day
Ticker Trade Date Price Ex. date Ex. Price % chg
Profit % Profit Shares Position value Cum. Profit # bars
Profit/bar MAE MFE
ROC Long 14/06/2004 1.52 15/06/2004 1.54 1.32%
198.72 1.00% 13136 19966.72 198.72 2 99.36 0.00%
1.32%
ROC Long 15/06/2004 1.54 16/06/2004 1.51 -1.95%
-456.85 -2.27% 13095 20166.30 -258.13 2 -228.42 -2.60%
0.65%
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
-----Original Message-----
From: Collectable Images [mailto:telecard@xxxxxxxxxxxxxx]
Sent: Sunday, June 20, 2004 11:56 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Entering new trade on open with a close of previous
trade on open
Graham,
no joy. still not showing trades that enter at same time as previous trade
exits.
Red
-----Original Message-----
From: Graham [mailto:gkavanagh@xxxxxxxxxxxxx]
Sent: Sunday, 20 June 2004 1:48 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Entering new trade on open with a close of
previous trade on open
This example will buy on Monday and Tuesday and sell on Tuesday and
Wednesday. All at open. Use settradedelays.
Buy=DayOfWeek()==1 OR DayOfWeek()==2;
Sell=Ref(Buy,-1);
SetTradeDelays(0,0,0,0);
BuyPrice=O;
SellPrice=O;
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
-----Original Message-----
From: Collectable Images [mailto:telecard@xxxxxxxxxxxxxx]
Sent: Sunday, June 20, 2004 11:36 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Entering new trade on open with a close of previous
trade on open
I am trying to exit on open and at same time I sometimes initiate a new
position on open.
This is in futures mode and it is not letting me start a new position when
an existing position is being closed that day on open.
How can I make back tester open this new position?
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