Mike - Thanks as always - Yes, I believe SCAN will be fine for what I'm doing. I just need the symbol, B or S, price and date. I can run SCAN without changing anything in my existing afl code, whereby the EXPLORATION needs additional coding.
Steve. --- In [email protected], "Mike" <sfclimb...@...> wrote: > > Yes, scan and explore are essentially the same thing, except that you can add > your own custom columns using explore. In my previous posts Scan would be > fine. I generally use explore since I tend to include additional information > like limit price, etc. > > Mike > > --- In [email protected], "graphman27" <steve@> wrote: > > > > Mike: Running the portfolio code as a SCAN seems to be an answer. I can > > see the list of trades. > > > > --- In [email protected], "Mike" <sfclimbers@> wrote: > > > > > > Run your script as an exploration, outputting Buy and Sell and any other > > > interesting data. > > > > > > The trades won't show up 'till the next bar of data (i.e. after today's > > > close). But, the signals are immediately available (i.e. yesterday's > > > close). > > > > > > Trade the signals, not the backtest. > > > > > > Mike > > > > > > --- In [email protected], "graphman27" <steve@> wrote: > > > > > > > > As I complete the creation of Amibroker signals and their subsequent > > > > portfolios, I'm having a logistical problem. When I am creating and > > > > backtesting portfolios, I use Buy and Sell Delays of +1 for both mutual > > > > funds and ETFs. This works best for mutual fund accuracy and, since I > > > > use EOD data only, it works well for ETFs as well. > > > > > > > > Here is my question. When I finish backtesting a portfolio and want to > > > > "switch" to "live" trades, I seem to have a problem. If I leave the > > > > Settings for Reports at Buy+1 and Sell+1, when I run the trade reports > > > > each morning to see what the EOD data did from the previous night, I > > > > get one day delayed trades. In other words, if a signal actually got > > > > generated last night, it will not show up on the trade report until the > > > > next day's CLOSE, which is obviously too late. Is the only way to > > > > alleviate that problem to go back into settings and change them to > > > > Buy+0 and Sell+0? If so, I worry that as I switch back and forth > > > > between wanting "live" trades for taking action and going back into > > > > signal backtesting mode, I will forget to switch between +0 and +1 in > > > > the settings. Since I am now "live" with two portfolios and will > > > > probably keep working on new ones for months to come, is there a > > > > better, fail-safe way of doing this? Otherwise, I will be manually > > > > switching many times per day/week. > > > > > > > > Remember: These are portfolios with multiple signals inside of them, > > > > so I don't want to run each signal separately and look for arrows on > > > > charts. > > > > > > > > Thanks so much! > > > > > > > > Steve. > > > > > > > > > >
