While it might make sense, but it doesnt make common sense. When you trade intraday, you use intraday bars, and there are plenty enought bars to enter long and short. there is no need to complicate life.
_____ From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of dralexchambers Sent: Tuesday, 17 April 2007 6:15 AM To: [email protected] Subject: [amibroker] Re: Help needed! - Can't Buy and Short on the same bar 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] <mailto:amibroker%40yahoogroups.com> ps.com, "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.amibroke <http://www.amibroker.com/guide/a_custombacktest.html> r.com/guide/a_custombacktest.html > > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "dralexchambers" <[EMAIL PROTECTED]> > To: <[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com> > 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.amibroke <http://www.amibroker.com/devlog/> r.com/devlog/ > > > > For other support material please check also: > > http://www.amibroke <http://www.amibroker.com/support.html> r.com/support.html > > > > Yahoo! Groups Links > > > > > > > > > > >
