Thanks Tomasz,
so if want to exit at different time (enter at open for example and
exit at close of same or following n day) what should I do?
Can I loopp through trades objects and change the entry exit
time/price or they are not available as in other backtesting modes?
If I do would the backtester make sure I only enter after all previous
positions are close, and so wait for the 1 ore more to do another
ranking, instead of entering on the bar it woul normalli enter in
standard rotational mode?
For example let's say i backtest in daily periodicity and enter at
open putting all money in the postion, and then I want to close at
ref(c,2).Would the next entry happen at ref(o,3) or there could be
some "false entry" at ref(o,1) and ref(o,2)?
I tried nbar stops but they don't seem to work even if give them
priority, and in any case exit/entry price would still be the same.
Also some other strange thing happen: if I set nbar stop/ and select
has priority, and backtet nothing happens.If I then check the nbar AA
settings they different from the ones I selected.Id it becaue rotation
backtesting automatically deactivate n-bar stops?
Thanks again
Ly
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> The same way as max loss and profit stops - one line ApplyStop.
>
> Note however that in rotational mode rotation (BOTH entries and
exits) occurs
> at the SAME time (either on open or on close).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "loveyourenemynow" <[EMAIL PROTECTED]>
> To: <amibroker@yahoogroups.com>
> Sent: Wednesday, March 12, 2008 2:21 PM
> Subject: [amibroker] rotional backtesting trade delay and Nbar Stops
>
>
> > Hi,
> >
> > how can nbar stops be applied in rotational trading?( stoploss and
> > stopprofit seem to work).
> >
> > I need to enter at open and exit at close, and since buy/sell are
> > ignored in rotational mode I cannot just set sell=cover=1 and
> > sellprice=coverprice=c; buyprice=shortprice=o;
> > Also I tried to use settradedelay but is doesn't have any effect on
> > backtesting, the only way is to use AA trade setting window to change
> > trade delay.
> > Why?
> >
> > Should I code my own nbar stop/ trade delay in custom backtesting?
> >
> > Thanks
> > Ly
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
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> >
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>
