By the way, i have trade delays for Buy and Short set to 1, meaning it buys on the morning after the signal is generated. I just need it to use the available balance from either the day the signal was generated, or at the exact market open. It seems to be calculating available funds/balance based on the close of the next day.
--- In [email protected], "Brandon_Ridenour" <brandon_riden...@...> wrote: > > Hi, > > I have a system that opens positions only at the market open of a trading > day. At market open, it should calculate the position size based on the > funds currently available at that time. > > Today there was a signal at market open but no funds available. Later during > the day, a trailing stop was hit on one of my open positions, causing that > position to be closed. > > Tonight when I updated all quotes and ran the backtest, Amibroker shows the > position from market open being opened, even there are no funds available. I > can only assume that it believes funds were available because of the position > which was exited later in the day. > > Obviously, the system should not be able to use funds which have not actually > come available yet. How can I ensure that it will only open positions if the > funds are available at market open? > > Thanks, > Brandon >
