i have only one open trade at time. a sampel, i draw 3 lines in AAPL at first, 14.4 - 15.4.2008 149.30$ then a long line 3.12 - 20.12.2007 184,84$ 3) 9.5 - 12.5.2008 184.71
all "Study UP" my programm SetTradeDelays( 0, 0, 0, 0 ); // buydelay, selldelay,shortdelay, coverdelay Risiko = -0.25 ; //risiko auf das depot RisikoimWert = Ref (H,-1) - Ref (L,-1) ; // risiko im wert PositionSize = ( Risiko / RisikoimWert) * BuyPrice; Buy = Cross (H, Study( "UP",1000) ); BuyPrice= Ref (H,-1); Sell = L < Ref (L,-1); //Sellstop = Ref (L,-1); SellPrice = Min ( Open, Ref (L,-1)); Buy = ExRem(Buy,Sell); Sell = ExRem(Sell,Buy); now the backtest, at first AB Buy 15.4 and sell 22.4 none other signals? now i delet the line there i draw at first, backtest, AB buys 5.12 sell 11.12.2007 and buy 20.12 sell 28.12.2007 it is correctly, but the last line signals not works? i delet the long line AB buy 12.5 and sell 14.5.2008. AB looks only too the line i draw first, why? it is a simpeles program , can you test it of your PC? thanks Klaus ----- Original Message ----- From: Mike To: [email protected] Sent: Sunday, June 01, 2008 11:16 PM Subject: [amibroker] Re: my trades You can only have one open trade at a time for each stock. If you want to have more than one trade open at the same time, you have two choices: 1) Set Buy to SigScaleIn http://www.amibroker.com/guide/h_pyramid.html 2) Write custom backtest and use SetBacktestMode (backtestRegularRawMulti); http://www.amibroker.com/guide/afl/setbacktestmode.html Mike --- In [email protected], "kmunnecke" <[EMAIL PROTECTED]> wrote: > > > I think a picture says more than one thousand words > > i have 15 trades. > http://img233.imageshack.us/my.php?image=21arc2.gif > > now i look the trades in AB. > i draw a line at my buy date. > > http://img61.imageshack.us/my.php?image=studyjq6.gif > http://img61.imageshack.us/my.php?image=study1gj5.gif > > there are now 14 trades, > i buy CSCO 7.5 and 12.5 > AB buy CSCO only 7.5 > > > --- In [email protected], "kmunnecke" <kmunnecke@> wrote: > > > > Thank you, > > but I think this is not my problem. > > I buy one worth (Shares) 3 times. > > at first my stop if the low yesterday, > > now i look a stop 1 ATR. > > the buy time is the same. > > > > 3 buys in one shares, > > then i look different stops > > > > i dont look to the different lines, > > the buy time is reality. > > > > i looks for the best stop of my entrys. > > but AB buys only the first line in the chart and i buys 2 or 5. > > > > > > > > --- In [email protected], "Mike" <sfclimbers@> wrote: > > > > > > Use Study ID "01", "02", "03", etc. > > > Use Optimization to see results from different lines. > > > > > > Mike > > > > > > > > > Risiko = -0.25 ; //risiko auf das depot > > > > > > RisikoimWert = Ref (H,-1) - Ref (L,-1) ; // risiko im wert > > > > > > PositionSize = ( Risiko / RisikoimWert) * BuyPrice; > > > > > > StudyID = Optimize("Study ID", 1, 1, 3, 1); > > > Buy = Cross (H, Study(StrFormat("%02.0f", StudyID), 1000)); > > > > > > BuyPrice= Ref (H,-1); > > > > > > Sell = L < Ref (L,-1); > > > > > > //Sellstop = Ref (L,-1); > > > > > > SellPrice = Min ( Open, Ref (L,-1)); > > > > > > Buy = ExRem(Buy,Sell); > > > > > > Sell = ExRem(Sell,Buy); > > > > > > --- In [email protected], "kmunnecke" <kmunnecke@> wrote: > > > > > > > > I draw a line "Study UP" > > > > do backtest and AB buy correctly > > > > > > > > I draw a second line "Study UP" > > > > do backtest and AB buy just the first line? > > > > > > > > i Delete the first line, AB buy the second line? > > > > > > > > AB works always with the line i draw first? > > > > but I would like to work with multiple lines, > > > > there are my trades and i look for different stopps. > > > > SetTradeDelays( 0, 0, 0, 0 ); // buydelay, selldelay,shortdelay, > > > > coverdelay > > > > > > > > Risiko = -0.25 ; //risiko auf das depot > > > > > > > > RisikoimWert = Ref (H,-1) - Ref (L,-1) ; // risiko im wert > > > > > > > > PositionSize = ( Risiko / RisikoimWert) * BuyPrice; > > > > > > > > Buy = Cross (H, Study( "UP",1000) ); > > > > > > > > BuyPrice= Ref (H,-1); > > > > > > > > Sell = L < Ref (L,-1); > > > > > > > > //Sellstop = Ref (L,-1); > > > > > > > > SellPrice = Min ( Open, Ref (L,-1)); > > > > > > > > Buy = ExRem(Buy,Sell); > > > > > > > > Sell = ExRem(Sell,Buy); > > > > > > > > > >
