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Re: [amibroker] How to pyramiding more than once



PureBytes Links

Trading Reference Links

Hello,

There are many ways to do that but most universal method is custom backtester.

The code shown in this article scales in/out multiple times to re-balance open positions:

http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "svatso" <svatopluk.solc@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, November 23, 2007 10:45 PM
Subject: [amibroker] How to pyramiding more than once


> In AB Tutorial - Pyramiding - there is Example 3 with pyramiding once
> a profit is greater than 5 % and used ExRem to ensure that scale-in
> occurs just once.
> 
> But what if I'd like pyramiding more than once ?
> 
> Say, for simplicity, I want to scale-in just once more when there is
> 10 % profit on current position as illustrates following example ( all
> scales-in just when 10 % profit ) :
> 
> Buy 10 shares at $ 10 per share = $ 100 
> 
> Buy 10 shares at $ 11 per share = $ 100 + $ 10 PL + $ 110 scale-in 
> 
> Buy 10 shares at $ 11.55 per share = $ 210 + $ 21 PL + $ 115.50 scale-in
> 
> 
> Any advice to code it with AFL highly appreciated.
> 
> Svatopluk
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> Yahoo! Groups Links
> 
> 
> 
> 
>


Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
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