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Hi Tomasz,
Tuesday, July 27, 2004, 5:47:39 AM, you wrote:
TJ> Dynamic position sizing is not pyramiding. Dynamic position
TJ> sizing is about being able to control entry position size freely
TJ> and you have full control over position size in AmiBroker
TJ> http://www.amibroker.com/guide/h_backtest.html
TJ> Pyramiding is growing already open position on particular security.
TJ> And this is not supported directly, however workarounds that allow this
TJ> exist:
TJ> http://groups.yahoo.com/group/amibroker/message/20927
TJ> http://groups.yahoo.com/group/amibroker/message/21048
TJ> Also you may download list archive from
TJ> http://www.amibroker.com/listarchive.html
TJ> There are 140+ posts about pyramiding.
TJ> Native support for pyramiding will come later this year.
I know this is on your plate at some point, but do you have an
estimate for when partial position liquidation will be supported?
This, my dear TJ, is what keeps people alive in this business, IMO.
It is the essence of trading, not swinging entire positions in and
out at the same time. Week in and week out, I buy or short this
issue or that issue, then sell or cover half the position quickly,
reducing risk on the other half, a risk reduction that often allows
me (psychologically) to hold on for a larger positive move, or one
that gets me out with small gains on trades I would otherwise bail on
at breakeven less cost or at a small loss. There are numerous
potential systems revolving around this strategy that I'm just dying
to get backtest statistics on. I really hope this isn't too far off
in the future. It's an essential part of this business.
Best,
Yuki
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