I may have found a solution to this. When I manually set the sell/cover signal, I am now setting it to a value of '4', rather than '1'. When setting it this way, ActivateStopsImmediately seems to apply properly.
Basically, this fakes out as if I were using the ApplyStops function (i think) --- In [email protected], "Brandon_Ridenour" <brandon_riden...@...> wrote: > > > I noticed this additional note: > > "a) (if you want to have stops executed AFTER regular signals, so cash from > stopped out positions is NOT available to enter trades the same day) > ActivateStopsImmediately turned ON " > > > It seems to suggest that ActivateStopsImmediately addresses this issue of > making sure the freed up equity is not made available the same day. > > > In my case, because I have custom stop logic and am not using the ApplyStops > function, I am using regular Sell/Cover signals to close positions. I set > tradedelays(1,0,1,0). > > If I understand the logic correctly, the backtester is improperly using my > capital in this scenario, and because my stop logic is custom, > activatestopsimmediately is not effective. > > Is there any way to prevent this issue from occurring? > > Thanks > > --- In [email protected], "sfclimbers" <sfclimbers@> wrote: > > > > 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_ridenour@> > > 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 > > > > > > > > > >
