Re: [amibroker] Counting ALL entries. Hi Mark H. could u pls read.

[Mark H]

That's the nature of rotational mode, the following is from the on-line doc for EnableRotationalTrading(): Important: The rotational trading mode uses "buy price" and "buy delay" from the Settings | Trade page as trade price and delay for both entries and exits (long and short)   I don't why it was designed like that, but it is what it is now. To workaround that, you can set the buy price as close so that the stop uses the close, but in the bo.EnterTrade(..) function, use the actual open price of that symbol instead of sig.Price.   ----- Original Message ----- From: jlami11 To: amibroker@yahoogroups.com Sent: Tuesday, October 31, 2006 3:21 AM Subject: [amibroker] Counting ALL entries. Hi Mark H. could u pls read. Hello, Mark H., below is the code you referred me to for Counting all Entry signals on backtester, even on existing open positions. I got it to work for my purposes, but I'm stuck. I'm trying to Enter on the open (1 day delay), while exiting on the close after X days. I just can't get it to enter on open while exiting on close. I don't know what code to write for these. I tried setting it in trade settings page, but when I set Entry to Open price, the Exit exit's on Open price too, even though it's set on Close price. I've spent ages trying to work this out, if anyone could give some help i'd be very grateful. ---Below is coding u reffered me to... i used almost same code-- EnableRotationalTrading(); SetOption("WorstRankHeld",160); // this number needs to be big enough. Only 2*WorstRankHeld signals will be held by CBT each bar. SetOption("MaxOpenPositions", 100); SetOption("InitialEquity", 30000); SetOption("CommissionMode", 1); //% per trade SetOption("CommissionAmount", 0.5); SetOption("MarginRequirement", 50); SetOption("UsePrevBarEquityForPosSizing", True); SetOption("MinShares", 100); SetTradeDelays( 1, 1, 1, 1 ); RoundLotSize = 5; ...... ApplyStop( stopTypeNBar, stopModeBars, 10); Sell0 = ...; // Rename sell/buy to sell0/buy0 since you can have sell/buy in rotational mode. Buy0 = ...; Sell0[0] = 1; // trick to remove leading sell signals Sell0 = ExRem( Sell0, Buy0 ); Sell0[0] = 0; RawScore = 100 + ......; // make sure it is greater than 2 PositionScore = 1; for(i = 0; i < BarCount; i++) { if(Buy0[i]) PositionScore[i] = RawScore[i]; else if(Sell0[i]) PositionScore[i] = 2; else PositionScore[i] = C[i]/H[i]; //semi-random } SetOption("UseCustomBacktestProc", True ); if( Status("action")== actionPortfolio ) { bo = GetBacktesterObject(); bo.PreProcess(); // Initialize backtester for(bar=0; bar < BarCount; bar++) { bo.HandleStops(bar-1); // if use bar not bar-1, the n-bar exits have one extra bar delay. don't know why. for ( sig=bo.GetFirstSignal(bar); sig; sig=bo.GetNextSignal(bar) ) { // first handle exit signals (PosScore = 2) if ((sig.PosScore == 2 OR sig.isExit()) AND sig.Price != -1 ) { bo.ExitTrade(bar,sig.symbol,sig.Price); } } // update stats after closing trades bo.UpdateStats(bar, 1 ); for ( sig=bo.GetFirstSignal(bar); sig; sig=bo.GetNextSignal(bar)) { // Entry Signals (PosScore > 2) // Only one position per symbol if (sig.PosScore > 2 AND sig.Price != -1 AND IsNull( bo.FindOpenPos( sig.Symbol ))) { // long only bo.EnterTrade(bar, sig.symbol, True, sig.Price, sig.PosSize, sig.PosScore,sig.RoundLotSize); } } bo.UpdateStats(bar,1); // MAE/MFE is updated when timeinbar is set to 1. bo.UpdateStats(bar,2); } bo.PostProcess(); // Finalize backtester } __._,_.___ 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ For other support material please check also: http://www.amibroker.com/support.html SPONSORED LINKS Investment management software Investment property software Investment software Investment tracking software Return on investment software Your email settings: Individual Email|Traditional Change settings via the Web (Yahoo! ID required) Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe __,_._,___