Read the notes provided for ActiveStops and see if you recognized your strategy.
http://www.amibroker.com/guide/afl/afl_view.php?id=20 You may find that changing the setting (from AA window) for ActivateStopsImmediately will fix your problem. Mike --- In [email protected], "Brandon_Ridenour" <brandon_riden...@...> wrote: > > > 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_ridenour@> > 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 > > >
