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Herman,
You are using non-zero trade delays (as you wrote in a separate e-mail).
Using 1 bar trade delays effectively shifts buy/sell/short/cover
signals one bar. But it does not shift buyprice/sellprice/shortprice/coverprice and positonsize
arrays.
So your delayed buy happens when positionsize variable is zero
(it was -100 one bar before).
That's the reason.
Probable question from your side:
why the other arrays are not shifted?
Answer:
buyprice/sellprice/shortprice/coverprice arrays
must contain price within current bar H-L range.
This is required because tommorrows buy (delayed one bar from today)
must be executed at tommorrows price (withing H-L).
As for positonsize variable we can discuss if it is better to shift it or not.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Herman van den Bergen" <psytek@xxxxxxxx>
To: "Amibroker@xxxxxxxxxxxx Com" <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, February 13, 2003 2:50 AM
Subject: [amibroker] PositionSize Question
> Hello,
>
> If I test the code segments one and two below separately, why do i get
> different results?
>
> Ind=scCMO(C,6);
> Buy=Cross(-20,Ind);
> Sell=Cross(Ind,20);
> Short = Sell;
> Cover = Buy;
> Q = MA(C,5) > MA(C,20); // Just a test signal
>
> // Code segment one
> //Buy = Buy AND Q; // Trades are executed when Q==1
> //Short = Short AND Q; // Trades are not executed when Q==0
>
> // Code segment two
> PositionSize = Q * -100; // When Q==0 my PS is 0%, when Q==1 my PS is 100%.
>
> Thanks for any explanation you can give,
> Herman.
>
>
>
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