Have you tried using functions such as 'Positionsize' and 'positionscore'? Adrian
On Sun, Feb 7, 2010 at 1:49 PM, Joseph Occhipinti < [email protected]> wrote: > > > say i run backtest, and on any given month, the scanner generates 4 ASX > stocks, is there something in the Settings menu that will allow me to take > all of those trades? instead of just the one - which the backtest seems to > be doing. Specifically, it defaults to taking the first one in the list > generated > > The reason I ask is that when I generated a trade list i noticed there was > quite a large number of ASX stocks starting with the letter A. Out of 1,200 > odd trades over the 10 year period, about 500 were starting with A. > > I found this to be a little peculiar. > > Anyway, upon looking further into this, I realized that if the scanner > generated say 4 ASX stocks to go long on then it would pick the first one: > > ie. > > ALL > BHP > NAB (lets say NAB has the best set up) > WOW > > The system would pick ALL, becuase its first on list. And if in the next > month the same list was generated only this time, there was no ALL, then BHP > would be picked. And so on. > > Thanks for your help on this > > ------------------------------ > *From:* Anthony Faragasso <[email protected]> > *To:* [email protected] > *Sent:* Sat, 26 December, 2009 2:05:18 AM > *Subject:* Re: [amibroker] Re: Code for AFL on a reversal day. Help > required > > > > > > Buy,Sell,Short, Cover added.. > > > > gapclosingfromupope n =*Open* > *Ref*(*H*,-1) *AND* *C* > *Ref*(*L*,-1) * > AND* *C* < *Ref*(*H*,-1); > > gapclosingfromdowno pen=*Open* < *Ref*(*L*,-1) *AND* *C* > *Ref*(*L*,-1) * > AND* *C* < *Ref*(*H*,-1); > > Color= *IIf*(gapclosingfromupop en,*colorYellow*,*IIf*(gapclosingfromdown > open,*colorOrange*,*ParamColor*("color",*colorBlack*))); > ** > > *PlotShapes*(gapclosingfromupop en**shapeDownArrow*,*colorRed*,0,*High*,- > 15); > ** > > *PlotShapes*(gapclosingfromdown open**shapeUpArrow*,*colorGreen*,0,*Low*,- > 15); > > _SECTION_BEGIN("Price"); > ** > > *SetChartOptions*(0,*chartShowArrows*|*chartShowDates*); > ** > > *_N*(*Title* = *StrFormat*("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi > %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", *O*, *H*, *L*, *C*, * > SelectedValue*( *ROC*( *C*, 1 ) ) )); > ** > > *Plot*( *C*, "Close", color , *styleNoTitle* | *ParamStyle*("Style") | * > GetPriceStyle*() ); > > _SECTION_END(); > > //Buy,Sell,Short, cover > > //Note: In AA settings ** General > Positions ** set to long and short > ** > > *SetTradeDelays*( 0, 0, 0, 0 );//overrides delay setting in AA window > > ** > > *Buy*=*Ref*(gapclosingfromdowno pen,-1); > ** > > *BuyPrice*=*Open*; > ** > > *Sell*=*Ref*(gapclosingfromdown open,-1); > ** > > *SellPrice*=*Close*; > ** > > *Short*=*Ref*(gapclosingfromupope n,-1); > ** > > *ShortPrice*=*Open*; > ** > > *Cover*=*Ref*(gapclosingfromupop en,-1); > ** > > *CoverPrice*=*Close*; > > //////////// ///////// ///////// //////// > ** > > *Filter*= gapclosingfromupope n *OR* gapclosingfromdowno pen; > ** > > *AddColumn*(*C*,""); > ** > > *AddColumn*(gapclosingfromupop en,"up"); > ** > > *AddColumn*(gapclosingfromdown Open,"down"); > > ------------------------------ > Yahoo!7: Catch-up on your favourite Channel 7 TV shows easily, legally, and > for free at PLUS7. Check it > out<http://au.rd.yahoo.com/tv/catchup/tagline/*http://au.tv.yahoo.com/plus7/?cmp=mailtag>. > > > > -- Check out our House of Horrors here : http://picasaweb.google.com/adrian.mollenhorst/AreaBulgariaConstruction?feat=directlink Daily Blog updates on our Nightmare House: http://www.areabulgaria.blogspot.com/
