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[amibroker] Simple scaling-in example


  • Date: Thu, 31 Dec 2009 12:13:19 -0000
  • From: "droskill" <droskill@xxxxxxxxx>
  • Subject: [amibroker] Simple scaling-in example

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I'm looking for simple scaling example for an idea I'm testing.

In this example, I want to scale-in by different amounts.  An example would be:

- Case 1: Close < Ref(C,-1) - set position to 10% of portfolio.
- Case 2: Ref(C,-1) < Ref(C,-2) - scale in another 30% of portfolio.
etc.
- Case 3: some condition - scale in another 60% to create a full position.

Can someone provide a simple example?

Thanks in advance!



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