In the AA porfolio tab, I have Max Open Position set at 1 I have Limit Trade size % at 10 and I have the disable trade size limit when bar is at zero checked.
I added AND PositionSize < Volume * 0.10; to my buy statement. The reults changed dramatically. I only had 8 trades instead of 45. I am trading 1 future contract. Would this make a difference? I have checked the missing trades and the volume was 3 contracts on one, zero on another, 19 on the third, and zero on a fourth. This doesn't make sense to me. Also, if I change the AND PositionSize < Volume * 0.10; to AND PositionSize > Volume = 0; I get results that are that are the same as I get without adding any of this. However, the trades are still missing. Tom --- In [email protected], "professor77747" <[EMAIL PROTECTED]> wrote: > > Thanks Mike, > > I will try your suggestion. I already have it set in the AA settings. > I just want to duplicate the backtesting trades using my formula so I > want to add it to my formula. > > I am automatic trading and I check my actual trades with the backtest > trades after they are placed. I noticed that a few trades were made > that were not made on the backtest list. > > Tom > > Tom > > --- In [email protected], "Mike" <sfclimbers@> wrote: > > > > The setting you describe can be found on the Portfolio tab of the > AA > > window as described here: > > http://www.amibroker.com/guide/w_settings.html > > > > If you want to accomplish the same thing programatically, just add > > the condition as part of your buy logic. > > > > e.g. Assuming that you've got PositionSize set as a number of shares > > > > Buy = ... AND PositionSize < Volume * 0.10; > > > > If you have PositionSize set as a percentage of equity, you would > > need to move the check into custom backtest code to multiply the > > percentage by the Equity property of the backtester object. > > > > But, of course, it's easiest to just set the value in the AA > window :) > > > > For consistency, you may want to set all your settings just the way > > you like, then save them to an external .abs file. That way you can > > mess around with other settings with the comfort of knowing that > you > > can always reload the known good values before doing a "real" run. > > > > Mike > > > > --- In [email protected], "professor77747" <professor@> > > wrote: > > > > > > I have a formula that I backtested. I found that some trades were > > not > > > made when the conditions were satisfied. Then I was told that the > > > settings in AA were the problem. > > > > > > I was told that by default AmiBroker won't open new trades when > > desired > > > trade size is less than 10% of bar volume. I searched help for > > volume > > > and bar volume, but I didn't find anything that I thought would > > help me > > > add that condition to my formula. > > > > > > > > > How can I duplicate that condition? > > > > > > Thanks, > > > Tom > > > > > >
