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Hello,
Here is the sample:
// 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: Thursday, March 24, 2005 1:12 AM
Subject: [amibroker] Re: Multiple Positions, same
Security
>
>
> TJ,
>
> This is obviously very easy
for you to do as opposed to at least some
> of the rest of us who are
floundering around ... how about taking
> example and showing the code
for it i.e. multiple entry points with
> multiple corresponding exits
where exit price is 5% above the related
> entry.
>
> Thanks
in advance, Fred
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz
Janeczko" <amibroker@x...>
>
wrote:
>> Hello,
>>
>> > Very disappointed with
Thomasz response (or lack of).
>> I have responded, so I
don't know why you are suggesting "lack of
> response".
>>
http://finance.groups.yahoo.com/group/amibroker/message/79806
>>
>> > 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.
>>
>> Again, regardless as you call it, you are increasing position hold
> on single security,
>> and this is essentially scaling in.
Plain fact.
>>
>> Scaling mechanism in AB is superior to
Wealth-Lab because
>> you can for example scale-in 12 times then scale
out 4 times then
> scale in 6 times
>> and then scale out 40
times, each scale in/out having different
> size.
>> Coding this
in Wealth-Lab would be nightmare because you would need
>> to "join"
and "divide" positions by hand.
>>
>> > Apparently, this
isn't possible with AB
>> > and unfortunately look's like it may be
useless for my trading
> purposes.
>>
>> Werner von
Braun said:
>> "I have learned to use the word impossible with the
greatest
> caution. "
>>
>> And for your information
it is perfectly possible to code your
> system in AmiBroker.
>>
What's more you can even do it W-L way (i.e. without "averaging"
> that
you are so afraid of)
>> using backtester interface:
>>
http://www.amibroker.com/guide/a_custombacktest.html
>>
>> Best regards,
>> Tomasz
Janeczko
>> amibroker.com
>>
>> ----- Original
Message -----
>> From: "Jeff" <jeffstr@x...>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Wednesday, March 23, 2005 3:44 PM
>>
Subject: [amibroker] Re: Multiple Positions, same Security
>>
>>
>> >
>> >
>> > --- In
amibroker@xxxxxxxxxxxxxxx, "Fred"
<ftonetti@x...> wrote:
>>
>>
>> >>
>> > 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
>> >
>> >
>> >
>> >
>> >
>> >
>> > Please note that this
group is for discussion between users only.
>> >
>> >
To get support from AmiBroker please send an e-mail directly to
>>
> SUPPORT {at} amibroker.com
>> >
>> > For other
support material please check also:
>> > http://www.amibroker.com/support.html
>> >
>> >
>> > Yahoo! Groups
Links
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>
>
>
>
>
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>
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>
> For other
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> http://www.amibroker.com/support.html
>
>
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>
>
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
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