Hi All,
Somewhat of a theoretical question, but is it possible to set multiple buys and
sells on a single bar within AFL code?
# # #
>From what I understand, I'm thinking not, because Sell[i], SellPrice[i], etc.
>are singular elements, but figured I'd ask if there is a way to "game" the
>arrays, possibly by not using the specific bar index of the actual trade
>time???
say something like :
SellPrice[1] = sellPrices[5];
Sell[1] = True;
SellPrice[2] = sellPrices[17];
Sell[2] = True;
but could you then also set a SellTime[i] that the report system would
understand?
# # #
While writing the above, I delved into the Custom Backtester's EnterTrade,
which seems like it might work, but before I wander down a rabbit hole, anyone
know if this would work?
{pseudo code}
{given}
bar = 15;
sig.symbol = "qqqq";
sig.IsLong = TRUE;
then...
priceA = 15;
ps = 1000;
bo.EnterTrade(bar, sig.symbol, sig.IsLong, priceA, ps);
priceA = 16;
ps = 500;
bo.EnterTrade(bar, sig.symbol, sig.IsLong, priceA, ps);
e.g. two opens on the same bar for the same symbol at different prices and
sizes...
I always did like a challenge,
Michael