RE: [amibroker] Re: Exact amount of transaction dayli

[Rajiv Arya]

So you want to create an always in, but only certain number of traders per day
I would change this first


Buy= LongSignalSum<=tradesperday AND CondBuy;

Sell= CondShort;

Short=ShortSignalSum <=tradesperday AND 

Cover=CondBuy;

To: amibroker@yahoogroups.com
From: rask...@gmail.com
Date: Thu, 24 Sep 2009 20:42:58 +0000
Subject: [amibroker] Re: Exact amount of transaction dayli















 




    
                  Something like that - thanks for this code.

But it was first thing and second is how to let only one signal make trade - I 
mean Long or short. 

Becasue when i use your code for buy anf dor short i can manage amount of 
trades separatly for them but to make only one for both true



I mean:



tradesperday=1;

dn = DateNum();

newDay=Ref(dn,-1)!= dn;



bsnd=BarsSince(newDay);



CondBuy=...

CondShort=...

 

LongSignalSum=Sum(CondBuy,bsnd);

ShortSignalSum=Sum(CondShort,bsnd);



Buy= LongSignalSum<=tradesperday AND CondBuy;

Sell=ShortSignalSum<=tradesperday AND CondShort;

Short=Sell;

Cover=Buy;



But i want to have PositionSize = MarginDeposit = 1; 

and make reverse (Long,short,long,short)

Any Hints? ;-)





 

      

    
    
        
        
        
        


        


        
                                                  
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