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Yuki, I couldn't agree more! I sure hope pyramiding in AND out
(scaling in and scaling out) is incorporated into AmiBroker.
Chris Bulen
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> 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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