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Hello,
Here is sample code promised before Easter. I am
sorry for the delay in writing this for
you but I was busy with some other
projects.
You need AmiBroker 4.70 to run this.
// This is sample
formula that allows
// to open multiple, separate positions on the
same symbol
// without averaging effect (i.e. each position
on the same
// symbol is completely
independent).
//
// Sample code is provided for
trading one symbol
// Enter symbol you want to trade
below
Symbol =
"MSFT";
Buy=Sell=Short=Cover=0;
// real rules are defined inside custom backtest
proc
// Exits will be done only by
stops
ApplyStop(
stopTypeProfit,
stopModePercent,
5, True );
SetCustomBacktestProc(""); //
enable custom backtest
if( Status("action")
== actionPortfolio )
{
// actual backtest
routine
//
(low-level)
bo = GetBacktesterObject();
SetForeign( Symbol );
//
make sure to calculate actual buy and buyprice arrays for symbol we need to
backtest
Buy=Ref(Open,0) <
Ref(Low,-1) AND Ref(Avg,0) < Ref(Avg,-1) AND Ref(Avg,-1) < Ref(Avg,-2);
BuyPrice = Open;
RestorePriceArrays();
// actual
backtest loop
bo.PreProcess();
for( i = 1; i < BarCount; i++ )
{
// first
update backtest stats and handle stops
bo.UpdateStats( i, 0 );
bo.HandleStops( i );
if( Buy[ i - 1 ] ) // if
buy signal in previous bar
{
//bo.RawTextOutput("ENTRY, bar " + i );
bo.EnterTrade( i,
Symbol, True,
BuyPrice[ i ],
5000 /* $5000 into one trade */);
}
bo.UpdateStats( i, 2 );
}
bo.PostProcess();
}
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Wednesday, March 23, 2005 4:44
PM
Subject: [amibroker] Re: Multiple Positions, same
Security
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred"
<ftonetti@x...> wrote:
>>
>> For those not well versed in Wealth Lab syntax, can you describe
the
>> system in English ?
>>
> Hi Fred, EOD
System. Very simple to code in AB.
>
> Buy=Ref(Open,0)
< Ref(Low,-1) AND Ref(Avg,0) < Ref(Avg,-1) AND
> Ref(Avg,-1) <
Ref(Avg,-2);
>
> Very disappointed with Thomasz response (or lack
of). All I want to
> do is track and manage the SELL's of the
individual BUY's, instead of
> lumping in and averaging. I
assume Thomasz avoidance of the
> objective was confirmation.
Apparently, this isn't possible with AB
> and unfortunately look's like it
may be useless for my trading purposes.
>
> --Jeff
>
>
>
>
>
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