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RE: [amibroker] Re: adding to positions in Stocks



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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> >   
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