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I been at this a couple weeks, reviewed the archives, studied the best
I could. I've included a very simple Wealth-Lab code that I've been
trading very profitably. Just can't duplicate with AB and need help;
For the record, whatever the semantics, I DO NOT consider this
scaling. Each trade of the same security is considered it's own
entity and is looking for 5% targets. As an example, if the first
trade is taken and the price drops like a rock it might well turn into
a Buy and Hold forever, that's okay. On the drop down I want to
take the multiple signals again and again and still looking for 5%
target retracements on each of the new entries. It may very well be
that I bought high and got 10 open positions, but I'm still looking
for a 5% target on the last entry. I sure hope that was explained
okay. Code;
{#OptVar1 5;1;10;1}
var BAR, P: integer;
var nTarget: integer;
nTarget := #OptVar1;
InstallprofitTarget( nTarget );
for Bar := 21 to BarCount() - 1 do
begin
ApplyAutoStops( Bar );
if ( Priceopen( bar ) < Pricelow( Bar - 1) ) then
if Priceopen(Bar) < PriceAverageC(Bar-1) then
if PriceAverageC(Bar-1) < PriceAverageC(Bar-2) then
BuyAtMarket( Bar + 1, '');
end;
This is my favorite trading system. Please, anybody, got ideas on
how to approach this non-scaling scenario? I hope I'm wrong but this
study sure doesn't seem possible with AB. My gratitude for any
feedback.
--Jeff
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