Tx Thomas - is there a way to target open positions individually for closure other than using applyStop() in backtesttRegularRawMulti mode? So based on some other exit signal for each individual position?
--- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > 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" <empottasch@> > > 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 > > > > > > >
