Hello, By default AB does not enter LONG and SHORT trade simultaneously for the very same symbol at the very same bar. It makes no sense anyway - just enter one side order with appropriate balance (long - short shares).
If you must enter both sides at the same time - the only option is to use low-level custom backtester http://www.amibroker.com/guide/a_custombacktest.html Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "dralexchambers" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Monday, April 16, 2007 9:01 PM Subject: [amibroker] Help needed! - Can't Buy and Short on the same bar > Hi, > > I am testing an intrday trading system where I place a buy order and > a short order together on the 14:00 bar. I then set a stop loss for > each order at 20 points and a take profit order at 10 points. > > However, Amibroker doesn't seem to execute both buy and sell orders > on this bar in the backtester. It only executes a buy or a sell > order, and never both at 14:00 - even though there are valid short > and long entries on the 14:00 bar. > > Can anyone help, > Alex > > > Here is a summary of my system, as the system code is very long: > > [on 14:00 bar] > Buy = 1; > Short = 1; > BuyPrice = Open + 2 points; > ShortPrice = Open - 2 points; > > [for every bar after 14:00 each day] > Sell if low of bar < LongStopLoss > sell if high of bar > LongTakeProfit > > cover if high of bar > ShortStopLoss > cover if low of bar < ShortTakeProfit > > > > 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 > > Yahoo! Groups Links > > > > >
