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[amibroker] Re: TOMASZ : Status of Money/Position Management Features



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Tomasz, thanks for the quick answer.

Now I'm working EOD, no time to do intraday trading.
This is what I would be able to do to implement Money/Position 
Management (at the moment on a single stock, I'm keeping it simple).

- Insert different buy(short) order for the same stock, even if I'm 
already long(short) (pyramiding).
- Insert sell(cover) orders that close partially the position on the 
stock.
- Insert more than one buy(short) order for the same day, with 
different prices and quantities (eventually with a priority order if 
more than one can be executed in the same day - probably it's more 
useful in intraday trading).
- Like the later point, but with sell(cover) orders.

Please correct me, but now I can only make position management when i 
enter a position, but not on the exit (I don't like the solution of 
close all position and open another position, because there are 
commissions that doesn't exists, and I use different delay for 
exiting (0) and entering (1) positions. Also, it can be entered only 
one buy (short) order in a day. 

I hope the be in error, so all I need it's already here...

Regards, romadd64. 


--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx> 
wrote:
> Hello,
> 
> PositionSize control is there for ages (actually almost 2 years :-) 
> Tutorial: How to backtest your trading ideas 
> explains how to use PositionSize.
> 
> You may however be thinking about portfolio-level money management.
> And this requires a new portfolio-level backtester that is under 
development
> and will be available in next (4.50) version.
> 
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "Email" <romadd64@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, August 18, 2003 11:57 PM
> Subject: [amibroker] TOMASZ : Status of Money/Position Management 
Features
> 
> 
> > Hi Tomasz,
> > 
> > Time ago (One year, if I remember correctly), under user request,
> > You said to be working on a solution for Money/Position 
Management.
> > What is the status of this feature (correct me if it is already 
> > implemented and I haven't understood it - PositionSize it's not 
> > enough) ?
> > I think that it would be a great improvement to the already 
wonderful 
> > Amibroker.
> > 
> > 
> > Regards, romadd64.
> > 
> > 
> > 
> > 
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> > 
> > 
> >


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