Hello, Short positions are limited the same way (cash equivalent is "reserved")
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "gp_sydney" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Tuesday, September 11, 2007 2:37 AM Subject: [amibroker] Re: Are multiple trades per signal possible via the CBT? > Tomasz, > > A question regarding backtesting with short positions. With long > positions, the number of open positions is limited by the available > funds. Does anything similarly limit the number of short positions > that can be entered, other than the Max Open Positions setting? > > If Max Open Positions was large enough, would that mean every short > signal (for different stocks) would be taken? > > Thanks. > > Regards, > GP > > > --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: >> >> Yes of course. With custom backtester you can enter / exit / scale >> any number of trades per signal. >> >> But "normal" mode does that as well: >> >> YourEntrySignal = ..... your code here >> YourExitSignal = ..... your code here >> >> if( Name() == "SYMBOL1" ) >> { >> buy = YourEntrySignal; >> sell = YourExitSignal; >> } >> >> if( Name() == "SYMBOL2" ) >> { >> Short= YourEntrySignal; >> Cover = YourExitSignal; >> } >> >> Best regards, >> Tomasz Janeczko >> amibroker.com >> ----- Original Message ----- >> From: "trustdnb" <[EMAIL PROTECTED]> >> To: <[email protected]> >> Sent: Monday, September 10, 2007 5:53 AM >> Subject: [amibroker] Are multiple trades per signal possible via the > CBT? >> >> >> > Is it possible to generate multiple trades per signal using the custom >> > backtester? I am working on a long only system that is sensitive to >> > the direction the broad market and want to see how the system performs >> > while hedging market risk. >> > >> > Logically, what I want to happen is that when the system receives a >> > buy signal it simultaneously (1) enters a long trade on the stock and >> > (2) shorts an equal dollar amount the market. Upon exiting the long >> > trade (via sell signal or via stop loss), the system will >> > simultaneously cover the market short. >> > >> > The "normal" mode wont allow you to generate trades on two different >> > systems at the same time, but can this be done via the CBT? If this >> > sort of thing can be done, it could also be useful for pair trading >> > strategies. Is there any example code around that might be helpful? >> > >> > >> > >> > 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 >> > >> > >> > >> > >> > >> > > > > > 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 > > > > >
