|
PureBytes Links
Trading Reference Links
|
For a lot of scaling / pyramiding (in or out) you need to use the custom backtest to get the best results. I don't have a lot of experience with it yet. I have several projects on the go at the moment, but when I get time I will look at your project.
Mark
--- In amibroker@xxxxxxxxxxxxxxx, "asitasu" <asitasu@xxx> wrote:
>
> hi mark,
>
> exellent job by throwing light on risk/trade management. i have few sugessions to make about different way of putting smart stop. and different way to manage trade to lock & increase profit potential.
> i am not good at writting afl so if you can incorporate following strategy in the afl & give your opinion i would be highly oblige.
> it would be great for rest of our trader community to understang different way of managing trade.
>
> my system(for one position only) :
>
> buy as per your or any rule.
> hear initial position = 1/4 th of max permissable position as per
> money management rule(whichever we follow)
> say for simplysity 100 shares(ie fix position
> sizeing method)
> initial position = 25,
> scale-in 1/4 position as soon as traling stop initiated.
> scale-in remaining position at buyprice + 4*ATR
> sell & trade management as follow
> 1) put initial stop loss at time of entry to low of privious 3 bar
> lowest low minus filter(this is fix stop).
> 2) as soon as trade moves to 2*ATR in favour of trade( current price
> > buyprice+2*ATR. cancell above stop & follow trailing stop.
> trailing stop = low < ideal bar low.
> ideal bar = bar which close at lower than priviou 3 bar low.
> 3) after current price > buyprice + 6*ATR. change
> trailing stop = low < privious bar low - filter
> in my opinion this system will produce optimum return on risk.
>
> kindly favour me in coading above mehod.
>
> asit.
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
amibroker-digest@xxxxxxxxxxxxxxx
amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|