Amibroker Questions

[the blades]

mmm... not sure...

Some ideas/thoughts....

- What [SetOption] settings have you included in your actual code (if any) and what settings have you got selected in the Settings area of the Automatic Analysis window?

- If you vary the # of open positions (from a very small number.... say 5) and then increase it gradually does this make any difference to the number of trades returned? Do the number of trades also increase and then get capped at a specific number?

- Could this have something to do with the Position size of your trade vs your overall capital? Probably barking up the wrong tree here but say your position size for a trade is 10% of overall capital, you will only get 10 open trades at one time.


I'll have a play when I get a moment and see what else it might be & Apologies for not being that helpful at the moment

Chorlton

Chorlton,

Thanks for the response - I've been delayed with other issues.

How do you set your position size? I think you're right - it's the number of open positions limiting the tradelist - and probably those at the top of the list (alphabetically) are traded first.

Cheers,
UTB

 

[Chorlton]

Chorlton,

Thanks for the response - I've been delayed with other issues.

How do you set your position size? I think you're right - it's the number of open positions limiting the tradelist - and probably those at the top of the list (alphabetically) are traded first.

Cheers,
UTB

Blades,

Apologies for the delay but I've been busy and forgot about some of the threads which I'm a subscriber of

Did you resolve your problem?

On a separate topic, if you get the chance can I ask for you to check out this thread and if you don't mind offer your comments / observations on the last post.

http://www.trade2win.com/boards/mechanical-systems-trading/28661-calling-all-system-developers.html


Thanks.....

 

[the blades]

Blades,

Apologies for the delay but I've been busy and forgot about some of the threads which I'm a subscriber of

Did you resolve your problem?

On a separate topic, if you get the chance can I ask for you to check out this thread and if you don't mind offer your comments / observations on the last post.

http://www.trade2win.com/boards/mechanical-systems-trading/28661-calling-all-system-developers.html


Thanks.....

Chorlton,

yes, problem resolved - thanks.

I'll look at that thread now.

Cheers,
UTB

 

[Chorlton]

Chorlton,

yes, problem resolved - thanks.

Cheers,
UTB

What was it in the end? Was it my initial idea about Position Sizing?

 

[the blades]

What was it in the end? Was it my initial idea about Position Sizing?

yes, it was, thanks.

I'm finding a few issues with relying on settings in the settings tab and have gone for using code in the afl file in most cases.

For instance stops - it seems that the tighter the stop, the more profit was made - and I know this isn't the case here. I even put in a negative stop and results improved!

Possibly a case of a poor workman blaming his tools at the moment mind.

I've replies on th other thread - is this what you're after?

Cheers,
UTB

 

[Chorlton]

yes, it was, thanks.

Can I ask what you actually did to rectify this? What code did you change, etc

I'm finding a few issues with relying on settings in the settings tab and have gone for using code in the afl file in most cases.

I found the same problem. As you say its better to hard-code the settings, where possible.

For instance stops - it seems that the tighter the stop, the more profit was made - and I know this isn't the case here.

Are you sure this wasn't because DD was also reduced on the losing trade?

I've replies on th other thread - is this what you're after?

Thanks.... I'll take a look. Basically, I'm just after some pointers with the current results before I expose the system to my out-of-sample data, as I can only do this once.

 

[the blades]

Can I ask what you actually did to rectify this? What code did you change, etc

Chorlton - I used the following code;


NH=20;
SetOption("MaxOpenPositions",NH);
PositionSize=-100/NH;

Cheers,
UTB