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<FONT face=Arial color=#0000ff
size=2>Pyramiding has been commented on by Tomasz, and can be implemented by
closing and re-opening a position with a different position size. I also posted
another method myself at the time. Do a search for Pyramid in the AB archive.
Here is TJs example:
// the example system buys on monday,
wednesday (increasing
> > > pos)
> > > // and sells on friday
> > >
> > > BuyCond = DayOfWeek() == 1;
> > > Buy2Cond = DayOfWeek() == 3; // <FONT
color=#ffffff>pyramid
> > >
> > > Sell = DayOfWeek()==5;
> > >
> > > Buy = BuyCond OR Buy2Cond;
> > > PositionSize = IIf( Buy2Cond, 2000, 1000 ); // 1000 is
first
> > > trade
> > > 2000 is <FONT
color=#ffffff>pyramided
> > > Sell = Sell OR Buy2Cond;
> > >
> > > /////////////////
> > > Please set trade delays to zero in the settings
page.
<FONT face=Tahoma
size=2>-----Original Message-----From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx]Sent: Sunday, August 24, 2003
4:37 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Re: adding to positions in Stocks
The
inability to add to positions in AB and MetaStock has been a frustration for a
lot of us over the years.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>After reading some of the posts on this recent thread, I had an idea
that might help. If it was really important to me to be able
to test such an idea, I would try creating pseudo-instruments. For
ease of describing what I'm talking about, I'll use IBM as an
example. By the way, this approach could be tedious for stocks,
but I get the impression that the original person raising the issue was
interested in futures. Cotinuing with my example of IBM, I could
create a new ticker called "IBMx1" that I could use the first time that I
wanted to add to a position. I could have another (IBMx2) for the
next addition, etc. You could even set commissions/slippage
to zero within the AFL for such tickers.
<FONT face=Arial color=#0000ff
size=2>
I
haven't thought it all the way through and I don't really have time to get
into it right now. But perhaps someone else can take it from
here?
<FONT face=Arial color=#0000ff
size=2>
Have
fun!
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: CS
[mailto:res1wgwl@xxxxxxxxxxx]Sent: Sunday, August 24, 2003 4:17
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Re: adding to positions in Stocks
You can increase or decrease the size of each
position before it is initiated, but not during a trade. For anything. Not
yet.
You could write a dll for the capability but
it would be difficult to keep the separate trades organized. After you
decided to increase/decrease a position while you were in a trade, which
contracts/equities would buy/sell first? When? In what order? According to
what schedule?
-CS
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=rlb21079@xxxxxxxxxx
href="">rlb21079
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, August 24, 2003 4:16
AM
Subject: [amibroker] Re: adding to
positions in Stocks
Is this also true for equities/stocks?--- In <A
href="">amibroker@xxxxxxxxxxxxxxx,
"CS" <res1wgwl@x...> wrote:>
Can't.> > -CS> ----- Original Message
----- > From: emarco > To: <A
href="">amibroker@xxxxxxxxxxxxxxx
> Sent: Tuesday, July 15, 2003 9:37
AM> Subject: [amibroker] adding positions in
futures> > > How can I add postions
(contracts) if a condition is met.> >
example:> I entered a buy position after
signal.> > Add one more contract if profit
(first trade > 2%)> > > any idea
how?> thanks> >
juanSend BUG REPORTS to
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