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In order to avoid having all those 'chained' OR statements, I found
it much easier to enter a VBscript with an array called Buyarray, and
then set all the places in the array where I want to buy (much easier
in VBscript). Also passed a Sellarray array into the VBscript to set
where I want to sell.
After passing these parameters back to AFL, the code was easy - it
looked very much like the tj's pyramid code, except the Buy and Sell
commands referenced arrays rather than conditions.
I am nearly finshed working on this - will post the pseudo code when
it is fully debugged. It gives a 'general' method of pyramiding.
--- In amibroker@xxxx, "avcinci" <avcinci@xxxx> wrote:
> Stephane,
>
> Here's how I think it would go:
>
> Capital = 100000;
> Risk = 0.01*capital;
> Buycond1 = entry condition; //initial buy condition
> BP1 = valuewhen(buycond1,open); //1st buyprice
> PS1 = (risk/2*ATR(10))*BP1; //1st positionsize
> Buycond2= ATR(10) + BP1;//2nd buy condition
> BP2 =valuewhen(buycond2,open);//2nd buyprice
> PS2 = (risk/2*ATR(10)*BP2;//2nd positionsize
> Buycond3=ATR(10) + BP2;//3rd buy condition
> BP3=valuewhen(buycond3,open);//3rd buyprice
> PS3=(risk/2*ATR(10)*BP3;//3rd positionsize
> etc. for buycond4 and buycond5;// continue for addition add-ons
> Buy = buycond1 OR buycond2 OR buycond3 OR buycond4 OR buycond5;
>
> I have not had a chance to test this code yet. Is it logical? What
> about excess buy signals? Would you have to use RemBuy.dll?
>
> Al V.
>
> --- In amibroker@xxxx, "nenapacwanfr" <nenapacwanfr@xxxx> wrote:
> > It seems the backtester takes one entry and one exit
> > and the profit is calculated for LONG with
> > ((ExitPr/EntryPr1)-1)*Positionsize
> >
> > if you take adding position
> > that means
> > you'll have multiples
> > ((ExitPr/EntryPr2)-1)*Positionsize
> > ((ExitPr/EntryPr3)-1)*Positionsize
> >
> > if you want to be right that means you must solve an equation to
> > know what would be the right position size at entryPr1 if all the
> > adding position have been taken.
> >
> > Hmmm!
> >
> > stephane
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