Hello Howard, Thanks for your reply. The daily buying is clear. The other answer makes at least clear that what I want is a bit more complicated as I thought.
Basicly I want to test entry and exit strategies independently. To see only the effects of the exit strategy I need a 'random' entry. By buying on every open I have a random entry and a lot of data to give the results of the exit strategy statistical relevance. If the entries generated when already in the market are ignored certain types of markets will be filtered out. Consequently the results may become skewed. I need a way to compound on every entry signal generated and then link every entry signal with it's own exit price generated by the exit algorithm. As long as the exit strategy is no function of the entryprice fifo will lead to correct trade reports. I guess this shouldn't be to hard to accomplish? However when entryprice effects the exitstrategy (e.g. you pull up the stopprice asap to break even) fifo will give incorrect trade reports as later entries may exit earlier. The stop is pulled up to breakeven and gives the position less freedom to move before hitting the stop. Thanks BB --- In [email protected], "Howard B" <[EMAIL PROTECTED]> wrote: > > Hi Bimbo -- > > You want to buy on the open every day? If you are using end-of- day data: > > Buy = 1; > BuyPrice = Open; > > > If you are using the ordinary capabilities of AmiBroker (which I assume you > are since you are just starting), you will have only one position open for a > given symbol. Until you exit the first trade, all succeeding Buy signals > for that symbol will be ignored. If you are running a portfolio, AmiBroker > keeps track of the Buy and Sell according to the symbol, so there is no > confusion in the report. > > Thanks, > Howard > > > On Sat, Sep 27, 2008 at 3:59 PM, bimbo2blond <[EMAIL PROTECTED]> wrote: > > > Hello, > > > > I'm just starting with amibroker and have two questions. > > > > - How do I program that every day on the open a position is opened? > > Will 'Buy = Open' do the job? > > > > - How do I link a buying signal with a sell signal? E.g. I use an > > exitstrategy that is a function of the entryprice. Then it is possible > > that the exit signals appear in a different order then the > > entrysignals. How do I make sure that the entry and exit signal are > > linked so that the report produces correct trade to trade results? (If > > entry and exit are not linked correctly I may get an incorrect > > assesment of the stability of the system) > > > > Thanks > > BB > > > > > > >
