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Tomasz,
Can 'MaxOpenPositions' be DYNAMICALLY changed during the course of
time based upon a criteria of some 'trigger'-level of current account
equity at a given bar number? For money-management purposes, it
would be useful to increase or decrease the max-open-positions as the
account grows or shrinks.
Buzz
----------------
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> 1. No. Trade delay was ZERO in the example, but it does not really
matter too much. Delay = 1 just shifts everything by one bar
> 2. Trade price is irrelevant for this example (the point was to
show that entire trades are picked or skipped)
> 3. Most options are irrelevant as far as only process of picking
trades is considered.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: john gibb
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, June 21, 2004 9:06 PM
> Subject: Re: [amibroker] How raw signals are converted to trades
and how then trades are picked based on score in regular backtest mode
>
>
> Hi TJ,
>
> Thanks for taking the time to illustrate this process.
>
> Questions:
>
> 1) May I assume you are using a trade Delay of 1?
>
> 2) May I assume you are using a trade price of Close?
>
> 3) Other than MaxOpenPositions, does this assume any other
SetOption setting?
>
> thanks,
>
> -john
>
> PS: Yahoo did NOT deformat your post for me, using Outlook
Express...
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