[amibroker] backtester Low-Level Interface and apply stop problem

Greetings, I've got a code like below - and have no idea what is wrong with it (probably some stupid mistake). Is this backtester interface code correct ? The important thing for me is applying stops inside the backteter's loop, otherwise i don't need this level of backtester. CondBuy=... Cond

[amibroker] low level interface for backtester

I've got smth like [code below] in my formula. System is simple but i'd like to modifide some trades - but with this code i don't have any trades. am i doing smth wrong ? SetBacktestMode( backtestRegularRaw ); SetCustomBacktestProc(""); if ( Status( "action" ) == actionPortfolio ) { bo = Get

[amibroker] Re: Apply stop problem

I'm not sure .. maybe i have to use low level backtester interface. I'd like to use mid level interface but i dunno how to add stops. --- In amibroker@yahoogroups.com, "raskoks" wrote: > > Hi, how can i use: > ApplyStop(stopTypeLoss , stopModePoint,x*ATR(Y) ,1 ,Tr

[amibroker] Apply stop problem

Hi, how can i use: ApplyStop(stopTypeLoss , stopModePoint,x*ATR(Y) ,1 ,True, 0 ); in formula where i use some CustomBacktester and i delete soba trades. I'd like to use stops after Backtester operations ... -- Best regards raskoks

[amibroker] Re: Help Limiting number of positions added per day

.PostProcess(); } Still program misses some signals. Why is that? Someone can check it ? I will be greatfull :-) -- Best regards raskoks --- In amibroker@yahoogroups.com, £ukasz Bigos wrote: > > you are right Tomasz > thank you - i will change it. > > On Tue, Oct 6, 2009 a

[amibroker] Re: Help Limiting number of positions added per day

} bo.ProcessTradeSignals( i ); } bo.PostProcess(); } Still program misses some signals. Why is that? Someone can check it ? I will be greatfull :-) -- Best regards raskoks --- In amibroker@yahoogroups.com, "woodshedder_blogspot" wrote: > > Raskoks, I am not very good at thi

[amibroker] Re: Help Limiting number of positions added per day

Hi,maybe someone can tell me what i do wrong. I have smth like that (code below) and i need to have max only one transaction per day. Morover every transacion is simply reversing position (always on market). But for this code signals which aren't use ( for example buy signal when i already have

[amibroker] Re: How to limit daily transactions

thanks --- In amibroker@yahoogroups.com, "woodshedder_blogspot" wrote: > > Raskoks, there is a current ongoing thread discussing this topic. > Check it out here: > http://finance.groups.yahoo.com/group/amibroker/message/142471 > > --- In amibroker@yahoogroups.com,

[amibroker] How to limit daily transactions

gSignalSum<=tradesperday AND CondBuy ; Sell=ShortSignalSum<=tradesperday AND CondShort ; Buy = ExRem(Buy, Sell); Sell = ExRem(Sell, Buy); Short=Sell; Cover=Buy; -- Best regards raskoks

[amibroker] Re: Exact amount of transaction dayli

Hmm thanks. Problem is that i need to have one transaction per day. One Buy or One Sell. nothing more and if today i bought smth then tomorrow i only can sell smth. How to do it in simple way ? Because i can't check previous operations - or i don't know how to do it :( --- In amibroker@yahoog

[amibroker] Re: Array Loop simple question

Someone can help?? --- In amibroker@yahoogroups.com, "raskoks" wrote: > > Ok, I checked it. > So i have still one problem - how to stop number of daily trades to one. I > mean > Buy = ExRem(Buy, Sell); > Sell = ExRem(Sell, Buy); > works fine to stops double b

[amibroker] Re: Array Loop simple question

? -- Best regards --- In amibroker@yahoogroups.com, "raskoks" wrote: > > Thank you Keith, and from now i will be adding prevoius posts to mains > I'll check your hint and let you know about results ;] > > --- In amibroker@yahoogroups.com, Keith McCombs wrote: >

[amibroker] Re: Array Loop simple question

Thank you Keith, and from now i will be adding prevoius posts to mains I'll check your hint and let you know about results ;] --- In amibroker@yahoogroups.com, Keith McCombs wrote: > > Raskoks -- > First of all, please add your response to a post above what you are > respondi

[amibroker] Re: Array Loop simple question

Keith thank you - you are right about it should be B= (bsB>bsS); S= (bsB<=bsS); But how to start these arrays. I mean that it impossible to count B and S without previous byy and sell. So i need something like 'fake' first buy and sell. But how ? B[0]=true , S[0]=false ?? -- regards raskoks

[amibroker] Array Loop simple question

t question - bu I stick on it. -- Best regards raskoks

[amibroker] Re: Exact amount of transaction dayli

Something like that - thanks for this code. But it was first thing and second is how to let only one signal make trade - I mean Long or short. Becasue when i use your code for buy anf dor short i can manage amount of trades separatly for them but to make only one for both true I mean: tradespe

[amibroker] Exact amount of transaction dayli

Hi, I've got two signals conditions one for long and one for short positions.I'm using hourly bars. Idon't know how to force backtester making max one (or other exactly number) trade for each day. I need to consider long signals only if my position is short or short signals if my position is lon

[amibroker] Only One transaction for day

I've got two signals how to change system in that way that for one day (hourly bars) i can do only one (or specifed amount ) trade? And important is that signals shoud be used intercheably First we waiting for signal 1 after that signal 2 again signal 1, each one next day.

[amibroker] backtester Mid-Level Interface and removing signals

hi, i'd like to use Mid-Level Interface to remove all signals (or trades) after the first signal each day. I'm using hour's bars and for every day ineed to have only one signal. I don't understand how to do that magic ;-) Someone can help ? -- Regards raskoks

[amibroker] Re: problem with position and GetBacktesterObject();

hmmm thanks - both answers are usefull for me :) Best regards:)

[amibroker] problem with position and GetBacktesterObject();

bar information about position (long,short) because some signals shoud be use only when i have long and some for shorts. Maybe someone can help mi with this kind of problem. Best regards raskoks

[amibroker] How to check current position of bactester in afl?

How to check it in afl code?

[amibroker] Re: Problem with executing signals

ystem using arrays? Thank for any clue or hint ;-) -- Best regards raskoks

[amibroker] Problem with executing signals

I've got two conditions: CondBuy and CondShort . Buy=Cover=CondBuy ; Short=Sell=CondShort ; Only one of them can be used for one range of time. But I'd like to know which Conditions are used by backtester. I mean what position (long, short) i have currently. How can i check it (no loops please).

[amibroker] Stupid beginner question about Arrays

Hi, I've got stupid problem - but i can't solve it. I've got situation like that: Condition,Condition2 - some condition with value true/false And i need to have array which value is set 0 after Condition ==true and be 0 until Condition2 change to true. But important for me is only change conditio

[amibroker] Changing interval and using FOR loop

I wonder if it is a good idea to use FOR loop in my systems. I mean smth like: for (i=0,i