Hello Angelo, sorry I missed your reply to my post. My system is a bit different from what you're trying to do, basiccally what I wanted was to scale into positions. The system I used with "backtestRegularRawMulti" had entry conditions at fixed price intervals(same as sigscalein) the only difference is that if I had a buy order and a sell order in the same bar, with sigscalein the sell was allways executed first, which was not what I wanted. For example: I had entries at 0.5 intervals. Buy at 10; 10.5; 11; 11.5 and exit at 12 for example. If one bar opens at 10.6 and closes at 12.4 I want to enter at 11, 11.5 and exit at 12, but with sigscalein the sell is allways executed first. Of course, for this I have to calculate average entry price depending on the number of "entries" happening in one bar. Nevertheless I tried running your code with backtestRegularRawMulti mode and there are two trades at the same bar.
hope this helps --- In [email protected], "ang_60" <ima_c...@...> wrote: > > > > > > --- In [email protected], "Pmxgs" <pmxgs@> wrote: > > > > Hello, > > > > I also had the same issue and I found that if you choose > > SetBacktestMode( backtestRegularRawMulti ) AB allows you to do what you > > want, without using Custom backtester. > > By doing this, as the previous user said "you can never be sure of the > > order of the trades", but if you are willing to accept this assumption > > it'll do what you want. > > > > > Hello pmxgs, > > I tried your suggestion on the type of system commented here (that is, acting > on the breakout of the previous bar's range), around this code(these are just > trials, so I don't care about the chronological order of the trades): > > " > SetBacktestMode(backtestRegularRawMulti); > Buy = Cover= H > Ref(H, -1); > Sell= Short = L < Ref(L, -1); > BuyPrice=CoverPrice = Max(O, Ref(H, -1)); > SellPrice = ShortPrice = Min (O, Ref(L, -1)); > " > > but I still get just 1 trade per bar. > > Are you using some other settings? > > If it is not too much pain, could you give just a rough example of an AFL > code taking 2 trades per bar? > > Greetings, > > Angelo. >
