--- In [email protected], "Tomasz Janeczko" <gro...@...> wrote:
>
> As always things are much more complicated once you start thinking
> how to do that in practice.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
Tomasz is right, at least with me: I'm often in fault for approaching the list
without the attitude once expressed by Gilberto Benetton in the sentence: "I
love problems, because they need solutions".
So, trying to get practical, I'm going to illustrate a simple proposal (well,
only Tomasz knows if this is simple to do in AFL
) in order to get feedback by
anyone interested.
For me, the minimum starting point would be matching the BUY and SELL of each
system in just one AFL code. That is I can code in AFL
Buy1 =
..; Buy2=
.; Buy3=
..;
Sell1=
..; Sell2=
.; Sell3=
.;
The problem is: I'm not able to match Sell1 signals with Buy1 open positions
(please let "positionscore" in rest for a moment
I'm not able... I just told
you) and so on
..
Some of you, old Tradestation users know that although it's impossible to do
multimarket testing (without external software), it's very easy to test
multisystem on one given symbol: leaving aside the position sizing for a
moment, look at the following piece of "easy language" code I think is self
explaining:
"
if
.. then BUY ("Reversal Entry") at REV_Level stop;
if
.. then BUY ("Break Entry") at Break_Level stop;
SELL ("Rev LX") from Entry ("Reversal Entry") next bar at 75 stop;
SELL from Entry ("Break Entry") this bar on Close;
"
TS2000I allows me to run two systems: "Reversal" and "Break" because
a) I can give an (optional) name to different entry signals;
b) I can code the two different SELL signals, letting the software know what
are the corresponding buy signals they match: in TS2000i this is done by adding
this optional part to the exit signal: "From Entry ("entry signal name")".
c) To specify in the "property" menu (which is much like the AFL "SetOption"):
allow pyramiding only with different signals: see Jpeg file here:
http://www.filedropper.com/ts2000imultiplesystems
PS My apologies to Paul, Brian and all gifted programmers on this list for
citing just Graham as a reference in my last post.
I know you too are able to get Amibroker to do almost everything (except a cup
of coffee, maybe). I cited Graham because to my knowledge - he is the only
one to offer explicitly an "AFL writing" service.
