Actually, it *does* make sense. Very often with intraday trading, there are gains to be made in small flucuations either way of a defined price, rather than placing one trade overall in one direction as suggested.
I'm not very good with Low Level AFL. Can anyone help me out here. Thanks - AC --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > 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 > > > > > > > > > > >
