Interesting. I could not find anything in the user guide saying that you can set sell/cover signal to 4 or other value to affect the way stops behave. (The only thing I found was in Equity() function, sell/cover arrays would be filled with some number to indicate what kind of exit has taken place)
To handle the complex situation you described, I think that low level CBT would be the right way to go. --- In [email protected], "Brandon_Ridenour" <brandon_riden...@...> wrote: > > 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_ridenour@> > 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 > > > > > > > > > > > > > > >
