Without knowing exactly what settings you are making, and what code you have in place, it is difficult to give an answer. But, generally, yes, I would expect that an explicit filter in code would work the same as the AA settings (at least for stocks, I've never worked with futures). Though, since volume is delayed by one bar, perhaps AmiBroker looks ahead before applying the filter? I have never tested that.
Mike --- In [email protected], "professor77747" <[EMAIL PROTECTED]> wrote: > > Mike, > > I see what you mean. When I change the settings in AA it changes my > results. Shouldn't they stay the same if my formula has this code in > it. > > Tom > > > > Tom, > > > > I don't have any experience trading futures, so cannot give a > > competent answer to your question. > > > > However, if your PositionSize is 1 and the value of Volume is 3, > then > > using Buy = ...AND PositionSize < .1 * Volume in your code would > > prevent that trade since 1 > 0.3. > > > > Similarly, changing the code to PositionSize > Volume = 0 is > > meaningless since you are saying PositionSize > 0 (i.e. your code > is > > first setting Volume to zero then checking if PositionSize is > greater > > than that result). > > > > Mike > > > > --- In [email protected], "professor77747" <professor@> > > wrote: > > > > > > 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 > > > > > > > > > > > >
