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Much thanks all. I definitely needed the right terminology, now I
see a whole bunch in the archives. Chuck, sounds interesting -
luckily TJ's workaround was fairly easy to implement this time - but
I don't think I am the man for the job.
-RLB
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> 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; // pyramid
> > > >
> > > > Sell = DayOfWeek()==5;
> > > >
> > > > Buy = BuyCond OR Buy2Cond;
> > > > PositionSize = IIf( Buy2Cond, 2000, 1000 ); // 1000 is first
> > > > trade
> > > > 2000 is pyramided
> > > > Sell = Sell OR Buy2Cond;
> > > >
> > > > /////////////////
> > > > Please set trade delays to zero in the settings page.
> -----Original Message-----
> From: Chuck Rademacher [mailto:chuck_rademacher@x...]
> Sent: Sunday, August 24, 2003 4:37 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: 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.
>
> 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.
>
> 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?
>
> Have fun!
> -----Original Message-----
> From: CS [mailto:res1wgwl@x...]
> Sent: Sunday, August 24, 2003 4:17 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: 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
> ----- Original Message -----
> From: rlb21079
> To: 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 amibroker@xxxxxxxxxxxxxxx, "CS" <res1wgwl@xxxx> wrote:
> > Can't.
> >
> > -CS
> > ----- Original Message -----
> > From: emarco
> > To: 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
> >
> > juan
>
>
>
>
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