Australian (ASX) Stock Market Forum

Joined
26 February 2015
Posts
2
Reactions
0
Hi, I was wondering if someone can point me in the right direction.

I have recently started using Amibroker to help develop and test a trading system, which is proving to be very useful!

However I am correct in thinking that its not very good at actually managing a portfolio, or am I over looking an option?

I have found the "New Account" function, but frankly that didn't seem much use.

What I would like is to be able to scan the market for buy/sell triggers (no problem), but then using the system code I have written:

>Tell me position size (I can work around this by running a 1 day backtest when a buy signal is generated);
>Stop loss level;
>Track open positions, and adapt based on changes to the underlying system logic.

I can create an excel spreadsheet to do this but it seems like such a waste of time when I already have the logic in Amibroker AFL and the software can obviously compute it like it does when backtesting.


Am I being a muppet, or does it not actually do what I want in this area?
 
Nobody else has responded, so I'll have a go.

It can all be done and for an expert it would probably be easy.
You could have your stop-loss levels and position size built into your scan/exploration code to appear next to the ticker symbol, along with your entry price. That's easy.
I'm not sure about tracking open positions. If you have your exit logic, can't you display a sell arrow on your chart with a price level? I do that for back testing.
Or is there more to it, like exiting on intraday limits? I don't know what you mean by "adapt based on changes to the underlying system logic".

You can see that I'm no expert.
 
Top