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Yes, I did. Thank you. I do need to use some of that for position sizing.
My problem at the moment, is that my buys do not seem to be buying as I intended. Even my initial buy does not look like it is buying on MA crosses. My incremental scale-ins are not working at all.
Any one see what I am doing wrong?
--- In amibroker@xxxxxxxxxxxxxxx, reinsley <reinsley@xxx> wrote:
>
>
>
> Hi,
>
> Did you see this help page and related formulas ?
>
> http://www.amibroker.com/guide/afl/afl_view.php?id=272
>
> Best regards
>
>
>
> Le 26/01/2010 02:21, readshark a écrit :
> >
> >
> > I am trying to code a pyramiding trading system to Buy on a MA
> > Crossover, and Buy more each time the price rises by 5%. For example if
> > the MA crossover occurred at 100, the system would continue to buy at
> > 105, 110, 115, 120, 125, etc.
> >
> > Here is my code thus far. It looks like it is buying and selling on the
> > same day, but not pyramiding as I explained (or tried to) above.
> >
> > Thanks in advance.
> >
> > _______
> >
> > PositionSize = -5;
> > FastMALength = 50;
> > SlowMALength = 200;
> >
> > FastMA = MA(Close, FastMALength);
> > SlowMA = MA(Close, SlowMALength);
> > Vol = MA(Volume, 100);
> >
> > Buy = Cross(FastMA, SlowMA);
> > Sell = Cross(SlowMA, FastMA);
> >
> > Buy = Buy + sigScaleIn;
> >
> > BuyInc = 5;
> > NextBuy = 0;
> >
> > for ( i = 0; i < BarCount; i++ )
> > {
> > if( NextBuy > 0 && Close[ i ] > NextBuy[ i ])
> > {
> > Buy[ i ] = sigScaleIn;
> > }
> > if(Close[ i ] > BuyPrice[ i ])
> > {
> > counter = int((Close[ i ] - BuyPrice[ i ]) / BuyInc) + 1;
> > NextBuy = ( (BuyInc / 100) * counter[ i ]) * BuyPrice[ i ];
> >
> > }
> > }
> >
> >
>
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