All of the position size and score logic is implemented in amibroker properly. However, the entries and sizing doesn't occur until the market has opened and the open price has been registered, which is too late for me.
In other words, the trades don't show up in the backtester until they are already opened. I am using "Scan" to generate the signals, but the scan doesn't show you which trades win on score and what the sizing should be. I'm doing the sizing manually, but the position scoring when there are a lot of signals is painful to do manually. --- In [email protected], "lucianomt" <lucian...@...> wrote: > > You should be able to program all the position size and score logic into > Amibroker. Sorry for stating the obvious, but try searching the user manual > for "setpositionsize" and "positionscore". And if you still have more > specific questions, the good folks of this user list should be able to help > you out. > > > --- In [email protected], "Brandon_Ridenour" <brandon_ridenour@> > wrote: > > > > All, > > > > I've created and backtested a trading system that I would like to begin > > trading. It runs on daily data - right now I run a "scan" at the end of > > the day, and that shows me any signals generated at the Close of the day. > > I then need to enter any positions on market open the next day. > > > > This works ok, but it does not give me information related to position size > > that I need to open the position. I get the very basic trade signal, but I > > really would like to also get the positionsize for the signal that is > > generated by the system. > > > > As it stands I have to calculate all the position size and position score > > for the signals by hand to determine what signals should actually be > > executed on and in what quantities. The logic for these is fairly complex, > > and since I've encoded it into the system I would like to be able to use > > the system output for full trade entry info. > > > > Hopefully I've explained this clearly enough -- thanks in advance for any > > help. > > > > Brandon > > >
