Hello,
thanks a lot to both of you !
This was really very helpful.
Regards
2007/7/5, gp_sydney <[EMAIL PROTECTED]>:
As Tomasz said, save those values using temporary variables:
VarSet("Entry"+trade.Symbol, trade.GetEntryValue());
and then later retrieve with VarGet.
Would be kinda nice though if there were some spare variables in the
Trade object, to keep it all nice and object-oriented.
GP
--- In amibroker@yahoogroups.com <amibroker%40yahoogroups.com>, "Trinolix
Derry" <[EMAIL PROTECTED]> wrote:
>
> Thanks, yes, you are right.
>
> Currently i see no chance to get some values from the very first bar
of a
> trade, like contracts at entry, Initial position size, etc..
> When any Scale Out or In is made during a trade, than the
> trade.GetEntryValue, trade.Shares, etc.. are no more correct, because
> AmiBroker builds an average. So i have no idea how i could store the
> original values at entry for further use during the trade, even scaling
> compared to original position size, etc...
> I have a lot of work for which i need those values at entry. It's a
shame
> that i don't have any option to retrieve them.
>
> On the other side i could get the original values in the signal
object, but
> as we know now, it could be possible that trades are not really
made. So i
> think this would also not be a solution.
>
> Do you know any way ? It's really a shame, but it seems to be not
possible
> in AmiBroker.
>
> Regards
>
>
>
>
>
> 2007/7/4, gp_sydney <[EMAIL PROTECTED]>:
> >
> > Further to #5, also minimum shares, minimum position value, and
allow
> > position size shrinking if available cash is too small for minimum
> > position. Commission value could affect this as well.
> >
> > GP
> >
> > --- In amibroker@yahoogroups.com
<amibroker%40yahoogroups.com><amibroker%40yahoog
roups.com>,
"Trinolix
> > Derry" <trinolix@> wrote:
> > >
> > > Can you maybe tell me some reasons which would result that AmiBroker
> > doesn't
> > > take signals from the signal object ?
> > > Basically my code already removes additional signals through exrem
> > function
> > > and my trading loop.
> > >
> > > So i think the following list should cover all conditions in
which AB
> > > wouldn't take signals:
> > >
> > > 1.) AA Settings: Max. Open Positions
> > > 2.) AA Settings: Usage of build-in Stops
> > > 3.) AA Settings: Usage of build-in Trade delays
> > > 4.) AA Settings: General Tab: Activate Stops immediately,
Reverse entry
> > > signal forces exit and Allow same bar exit.
> > > 5.) Equity during backtest already negative.
> > >
> > >
> > >
> > > 2007/7/4, gp_sydney <gp.investment@>:
> > > >
> > > > > i have checked out if it will be affected by the O, H, L, C AA
> > > > > Settings, but this wasn't the case
> > > >
> > > > Not if you have buy and sell set to Close, otherwise I think
it will
> > > > (certainly does with mine).
> > > >
> > > > The signal list contains all signals generated by the Buy and Sell
> > > > arrays whether they're ultimately taken or not.
> > > >
> > > > Also note in your code that GetPositionValue returns a single
number,
> > > > not an array, so you don't need "posval[bar]", just "posval".
Still
> > > > seems to work the same though.
> > > >
> > > > GP
> > > >
> > > > --- In amibroker@yahoogroups.com <amibroker%40yahoogroups.com>
<amibroker%40yahoogroups.com><amibroker%40yahoog
> > roups.com>,
> > "Trinolix
> > > > Derry" <trinolix@> wrote:
> > > > >
> > > > > Hi,
> > > > >
> > > > > i have checked out if it will be affected by the O, H, L, C AA
> > > > Settings,
> > > > > but this wasn't the case. I have set commission to zero in
my code,
> > > > so this
> > > > > also doesn't seem to be the reason. Hmm, strange, but very
> > important.
> > > > >
> > > > > Maybe your or someone else can clarify: Returns the signal
object
> > > > already
> > > > > signals which AmiBroker would execute in the next phase or are
> > this ONLY
> > > > > potential signals and AmiBroker decides through certain rules if
> > > > they are
> > > > > executed or not.
> > > > > I haven't found anything in the help about that.
> > > > >
> > > > >
> > > > > Regards
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > 2007/7/4, gp_sydney <gp.investment@>:
> > > > > >
> > > > > > From a bit of experimenting, I think a couple of reasons.
> > > > > >
> > > > > > The main reason is that GetPositionValue seems to use the
closing
> > > > > > price when calculating the value, whereas the AA display
will use
> > > > > > whatever your settings say (eg. open, high, average).
> > > > > >
> > > > > > The other reason is that the AA display will have subtracted
> > the sale
> > > > > > brokerage, if you have any set, whereas the open position
> > trade won't
> > > > > > have yet.
> > > > > >
> > > > > > Regards,
> > > > > > GP
> > > > > >
> > > > > > --- In amibroker@yahoogroups.com
<amibroker%40yahoogroups.com><amibroker%40yahoog
roups.com>
> > <amibroker%40yahoogroups.com><amibroker%40yahoog
> > > > roups.com>,
> > > > "Trinolix
> > > > > > Derry" <trinolix@> wrote:
> > > > > > >
> > > > > > > Hello,
> > > > > > >
> > > > > > > i am wondering that the Position Size Value that i see
with the
> > > > > > Debug Viewer
> > > > > > > is different than the one that AmiBroker displays in the AA
> > report
> > > > > > list. I
> > > > > > > have tried it also on a single trade and just the first
few bars
> > > > of the
> > > > > > > trade. Does anyone know the reason ?
> > > > > > >
> > > > > > >
> > > > > > > *for*(bar = 0; bar < *BarCount*; bar++)
> > > > > > > {
> > > > > > > bo.ProcessTradeSignals(bar);
> > > > > > > CurEquity = bo.Equity;
> > > > > > > **
> > > > > > > *for*( pos = bo.GetFirstOpenPos(); pos; pos =
> > bo.GetNextOpenPos() )
> > > > > > > {
> > > > > > > posval = pos.GetPositionValue();
> > > > > > > _TRACE("bar " + bar + " GetPositionValue = " +
posval[bar] );
> > > > > > > }
> > > > > > >
> > > > > > >
> > > > > > > --
> > > > > > > Regards
> > > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > >
> > > > >
> > > > >
> > > > > --
> > > > > Regards
> > > > >
> > > >
> > > >
> > > >
> > >
> > >
> > >
> > > --
> > > Regards
> > >
> >
> >
> >
>
>
>
> --
> Regards
>
--
Regards
