Here's is most of the code in question...
SetBacktestMode( backtestRegularRawMulti );
SetOption("MaxOpenPositions", 3 ); // This sets maximum number of open positions
//PosQty = 3; // You can define here how many open positions you want
//SetOption("MaxOpenPositions", PosQty );
//PositionSize = -100/PosQty; // invest 100% of portfolio equity divided by
max. position count
//definition of variables for the symbols not included below
Buy = Sell = 0;
//symbol-specific rules
n = Name();
if( n == "S&PEmrgMkts" )
{
//strategy 1 for Emrg Mkts here
EMAShort = Optimize("EMAShort", 2,2,8,2);
EMALong = Optimize("EMALong", 10,10,60,5);
Period = Optimize ("Period", 45,10,50,5);
Trigger = 50;
StochTop = (Close-(LLV(Close,Period)));
StochBottom = (HHV(Close,Period)-LLV(Close,Period));
StochFinal = (StochTop / StochBottom)*100;
Buy = Cross(StochFinal,Trigger) AND (EMA( Close,EMAShort ) > EMA( Close,EMALong
));
Sell = Cross(Trigger,StochFinal) AND (EMA( Close,EMAShort ) < EMA(
Close,EMALong ));
..................
PositionSize = -33;
}
if( n == "S&PEmrgMkts" )
{
//strategy 2 for Emrg Mkts here
MAShortBuy=Optimize("MAShortBuy",8,7,12,1);
MALongBuy=Optimize("MALongBuy",60,20,100,10);
MAShortSell=Optimize("MAShortSell",8,2,8,1);
MALongSell=Optimize("MALongSell",40,10,80,10);
Buy = Cross(MA( Close,MAShortBuy ),MA( Close,MALongBuy ));
Sell = Cross(MA( Close,MALongSell ),MA( Close,MAshortSell ));
Short = 0;
Cover = 0;
Plot( MA ( Close,8 ),"MAShortBuy", colorGreen, styleThick );
Plot( MA ( Close,60 ),"MALongBuy", colorRed, styleThick );
Plot( MA ( Close,8 ),"MAShortSell", colorBlue, styleThick );
Plot( MA ( Close,40 ),"MALongSell", colorLightBlue, styleThick );
............................
PositionSize = -33;
}
if( n == "S&PEmrgMkts" )
{
//strategy 3 for Emrg Mkts here
smooth = Optimize("smooth",40,10,65,5);
Lag = Optimize("lag",10,2,10,1);
fast = DEMA(C,smooth);
slow = Ref(EMA(C,smooth),-Lag);
Buy = Cross(fast,slow);
Sell = Cross(slow,fast) OR slow == fast;
......................
PositionSize = -33;
Maybe you can tell what I'm doing wrong. I can't get more than one buy at a
time. Separately, each section of code works fine in individual backtests.
Thanks in advance!
Steve.
--- In [email protected], "Mike" <sfclimb...@...> wrote:
>
> Without a code sample, it's hard to understand what you are saying. But,
> bottom line is that you must have a single Buy statement which includes all
> the logic of all the formulas.
>
> e.g.
> Strategy1_Buy = ...
> Strategy2_Buy = ...
>
> Buy = Strategy1_Buy OR Strategy2_Buy; // Correct
>
> You cannot have multiple Buy statements, if that is what you are doing.
>
> e.g.
> Buy = ...
> Buy = ... // Wrong
>
> When using multiple Buy assignments, you are clobbering whatever Buy used to
> hold and the last assignment will be the *only* logic that is applied.
>
> Mike
>
> --- In [email protected], "graphman27" <steve@> wrote:
> >
> > I downloaded 5.30 and still can't get it to work. What I do see is mutiple
> > positions for one symbol IF there is only one signal formula for a symbol.
> > I have three separate formulas for one symbol, which doesn't seem to work
> > with BacktestRegularRawMulti. I scanned through the detailed log and saw
> > multiple positions for the single formula and never more than one for the
> > multiple formulas. Also, it was always using the second formula. I have
> > position shrinking turned on too.
> >
> > Here is what I'm saying about formulas:
> >
> > Symbol #1 has three separate formulas for buy and sells.
> > Symbol #2 has one formula.
> > Symbol #3 has one formula.
> > Symbol #4 has one formula.
> >
> > Thanks.
> >
> > --- In [email protected], "Mike" <sfclimbers@> wrote:
> > >
> > > Hi,
> > > It's working fine for me (version 5.30 trial). Note that you may need to
> > > allow position size shrinking for all trades to fire. Use the detailed
> > > log option from AA Settings Report tab to see what's going on.
> > > SetBacktestMode(backtestRegularRawMulti);
> > >
> > > PositionSize = -33;
> > > Dates = DateTime();
> > > Buy = Dates == StrToDateTime("2010-Jan-05") || Dates ==
> > > StrToDateTime("2010-Jan-11") || Dates == StrToDateTime("2010-Jan-07");
> > > Sell = DateTime() == StrToDateTime("2010-Jan-15");
> > > Mike
> > > --- In [email protected], "graphman27" <steve@> wrote:
> > > >
> > > > I developed different signals for the same symbol and want all signals
> > > to work individually within the portfolio backtester. It ain't workin'!
> > > I tried adding "SetBacktestMode (backtestRegularRawMulti);" to the
> > > beginning of my code, to no avail. I have the position size set up for
> > > -33 and three separate signals. It only seems to be pulling one signal,
> > > because the number of trades and the CAR should be 3Xs higher than it
> > > is.
> > > >
> > > > Help!
> > > >
> > > > Thanks,
> > > >
> > > > Steve.
> > > >
> > >
> >
>
