[amibroker] Re: Pyramiding: buy a 2nd time if buy cryteria is reached,

["wadebullock" <wadebullock@xxxxxxxxx>]

Hi there,

I'm also having trouble with this.  So far what works it this:

SetPositionSize( 100/PosQty, spsPercentOfEquity );//original position
buy = ( buyconditions ) * sigscalein;
sell = sellconditions;

However, as is, this will use the original positionsize formula.  I 
want to change that, so I've tried using the SetPositionSize function 
to scale in every time I get a buy condition true.  Here's what I've 
tried.

SetPositionSize( 50, IIf( Buy == sigScaleIn, spsPercentOfPosition, 
spsNoChange ) );

SetPositionSize( 50, spsPercentOfPosition * ( Buy == sigScaleIn ) );

Both of these of course have been changed to sigscalein from 
sigscaleout.  I read in message # 103762 that sigscaleout only 
applies to buy.  Does that mean sigscalein only applies to sell?  I 
want to increase my position for every time I get a buy signal not 
scale out.

Any help here will be greatly appreciated.

Thanks!

Wade


--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> supistarde
> 
> maxopenpositions limits the number of stocks that can have trades 
open
> duiring a backtest
> 
> scaling into trades is not affected this setting
> How you define the scaling depends on what you wnat to do
> 
> eg to scale in every time you get a buy condtion true you can 
simply write
> 
> buy = ( buyconditions ) * sigscalein;
> sell = sellconditions;
> 
> alternatively something like this could be used
> 
> buy = buyconditions;
> sell = sellconditions;
> inTrade = flip(buy,sell);
> buy = buy and iif( intrade, sigscalein, 1);
> 
> to change the positionsixze for the scalein then you use 
setpositionsize
> function, see examples in help for this
> 
> there are a number of methods to achieve the scaling and what you 
use
> depends on the conditions for the buys and sells. sometimes straight
> condition statements are enough, other times you may nbeed to place 
them
> into a for loop, or in extreme cases when the scaling is dependant 
on the
> results of the first pass backtest then the custom backtest code is 
needed
> (as you are a beginner in AFL I suggest you stay with the simpler 
methods
> and build your knowledges of AB and the aFL)
> 
> Look through the help files and also search on the archives of this 
group
> for information on writing AFL.
> 
> -- 
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
> 
> On 16/11/06, Mark H <amibroker@xxx> wrote:
> >
> >  You would need to use the custom backtester (CBT) to do the 
position
> > sizing. See amibroker knowledge base for some examples.
> >
> >
> > ----- Original Message -----
> > *From:* supistarde <supistarde@xxx>
> > *To:* amibroker@xxxxxxxxxxxxxxx
> > *Sent:* Wednesday, November 15, 2006 1:22 PM
> > *Subject:* [amibroker] Re: Pyramiding: buy a 2nd time if buy 
cryteria is
> > reached,
> >
> >  does it not work at amibroker?
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "supistarde" <supistarde@> 
wrote:
> > >
> > > Hello community,
> > >
> > > I know how to minimize open positions:
> > > SetOption("maxopenpositions",2);
> > >
> > > but how does this sigScaleIn work?
> > > I want to buy further stocks if my buy conditions are met a 
second
> > > time. The second position should have half the size of the first
> > > position.
> > > How do I do this?
> > >
> > > Buy = Buy + sigScaleIn * DoScaleIn
> > > How do I link sigscalein to my buy signal?
> > >
> > > Regards,
> > >
> >
> > 
> >
>



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