> However ... like I said, it is only a thought - and it's a shame AB > will not process dual instructions on one bar.
No it is NOT. It CAN process unlimited number of instructions in custom backtester. http://www.amibroker.com/guide/a_custombacktest.html It is a shame that you don't even bother to look into docs and do some homework on your own. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "dralexchambers" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Monday, April 16, 2007 11:17 PM Subject: [amibroker] Re: Help needed! - Can't Buy and Short on the same bar > Yes, two accounts will be needed. > > It is just a thought - if you look at a daily candle from the open > (esp. on the FX), most days it moves at least 5-10 pips or more from > this position in both directions. Therefore, if you have a good > chance of snagging 10-15 pips a day, that's a good start! > > However ... like I said, it is only a thought - and it's a shame AB > will not process dual instructions on one bar. I could do seperate > long/short tests, but it makes life more awkward. > > AC > > --- In [email protected], "dbw451" <[EMAIL PROTECTED]> wrote: >> >> I'm guessing that most brokers will not allow you to do this, > especially in >> a single account. I specifically setup multiple accounts with > Interactive >> Brokers to be able to trade both sides of the market at the same > time. The >> first time I tried to do it, Interactive Brokers would not allow me > to >> execute an opposite direction trade in my second account giving me > a message >> that it violated some SEC rule. However you can probably get > around this if >> you trade two accounts at two unrelated brokers. Maybe the rules > are >> different in other countries. The way I handle trading both > directions now >> is to trade related securities in opposite directions (e.g. for US > index >> futures: YM, NQ, ER2, ES) although I rarely have the need to do > it. Over >> the last year, I did it the 3 times to hedge my open positions the > days the >> CBOT exchange crashed. >> >> >> >> Since your long and short trades are independent of each other, why > not >> divide your initial equity in half and test the long and short > trades as >> separate systems? >> >> >> >> Regards, >> >> >> >> David >> >> >> >> _____ >> >> From: [email protected] [mailto:[EMAIL PROTECTED] > On Behalf >> Of dralexchambers >> Sent: 04/16/2007 3:05 PM >> To: [email protected] >> 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 > > > > >
