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Stephane -
I read you post a few times, but I am not sure I understand the
problem.
Let's say I pyramid once only, with double the position size, I
assumed that the first buy is set with postionsize, then liquidated
via a Sell statement at some future date (according to some cond1),
resulting a accurate LONG profit. You then adjust postionsize and buy
again on the same day, liquidating again later according to some
cond2, with an accuate LONG profit again.
can you clarify for me what the issue is?
Steve
--- 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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