Hi, Buy this book: http://www.quantitativetradingsystems.com
It will help you a lot. I had the same questions and this book provide me with a start on how to do things a lot easier in AFL than you might think. Nick On Fri, Jan 22, 2010 at 8:56 AM, Markus Witzler <[email protected]> wrote: > > > Hello, > > I´m in the process of coding a proprietary stop for the first time. > > Since I need to use low-level CBT for backtesting, I wonder how to > implement the stops into my code. > > I understood that a proprietary stop is actually nothing else than an > additional sell rule (in case of a long positon), coded as a loop. > > My question would be the following: > > 1. Can I leave the stop code in regular AFL part just as the buy and sell > rules or do I need to write it in CBT part of the code? > 2. Since I use low-level mode of CBT, I need to call bo.handlestops(i). > Does it "recognize" the stop part of the code, or do I have to tell it > somehow. Or do I only have to use it for stops coded as applystops? > > Maybe, someone could provide a sample code, how proprietary stops are being > implemented into CBT routine?! > > Any help/suggestion is highly appreciated! > > Thanks > > Markus > > >
