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Hello,
You have to take care about the order of events you can not have
sell = 1 (sell always). You have to make sure that for the very first day
a BUY occurs but no sell.
For example a system that buys on firday and holds till the next friday then sells and buys again on friday;
Friday = DayOfWeek()==5;
Buy = Friday;
Sell = Friday AND Cum( Friday ) > 1;
// the Cum( Friday ) > 1 part makes sure that on first friday a sell is not generated
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "sidleysh" <steves@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, July 15, 2002 10:33 AM
Subject: [amibroker] mimic pyramiding
> Can anyone help with a problem in mimicking pyramidding in AFL
>
> I have been advised that the only way to do this is to exit the
> position, adjust position size, and then to enter with the new
> postionsize.
>
> However, if I do this:
>
> Sell = 1;
> Postitionsize = (new positionsize);
> Buy = condition;
>
> the back tester will have me in an out on the same day, invalidating
> my buy signal.
>
> Any ideas?
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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