Wrong! ApplyStop()'s Profit Target and Stop Losses are evaluated INDIVIDUALLY for each open trade and they are NOT exited at the same time.
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "tiedemj" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, August 08, 2008 5:10 PM Subject: [amibroker] Re: Taking all signals (long/short) with individual profit/loss target exits > great tip Ed... backtestRegularRawMulti is very close - but not quite > there... > > from the doc on backtestRegularRawMulti: > // Sell/Cover exit all open positions on given symbol, Scale-In/Out > work on all open positions of given symbol at once. > > So the remaining problem is, that a sell signal closes ALL positions - > but I need individual closes for each trade (when individual > profit/loss target is hit for each trade).. > > but perhaps I can make it work with the custom backtester and handle > each exit individually there... as I have access to entryprice - and > access to priceArrays... If so, big step forward in resolving this... > > any other tips? > > Jens > > --- In [email protected], "Edward Pottasch" <[EMAIL PROTECTED]> > wrote: >> >> hi, >> >> have a look at these two modes. This is the easiest way to do such > a thing: >> >> SetBacktestMode( backtestRegularRaw ); >> SetBacktestMode( backtestRegularRawMulti ); >> >> rgds, Ed >> >> >> >> >> >> >> ----- Original Message ----- >> From: tiedemj >> To: [email protected] >> Sent: Friday, August 08, 2008 1:12 PM >> Subject: [amibroker] Taking all signals (long/short) with > individual profit/loss target exits >> >> >> Hello >> >> Anybody know how to express a system in AFL, that trades ALL buy > and >> short signals - holding each trade until a profit or loss target > is >> reached independent for each individual trade? >> >> I was trying to use sigScaleIn/Out - but as there can be both > entry - >> and exit signals on each bar - I was not able to express the > correct >> pricing and sizing. >> >> I also tried use custom backtest - but that did not do the trick. > Any >> hint's appreciated! >> >> Regards, >> Jens Tiedemann >> > > > > ------------------------------------ > > 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 > > >
