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Hello,
I already wrote in my previous answer that I will implement that feature
this year.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Stephane Carrasset" <s.carrasset@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, July 27, 2004 12:06 PM
Subject: [amibroker] Re: Dyanimic Position Size
> Yuki,
> I am 100% OK with you.
> that's my way of trading ( when I am trading ^_^)
> take half of the position on a small target and let run the other
> half position on a trailingstop. or exit all the position if the
> trailingstop is hit first.
> I think it can be done with a script that returns the sell or
> coverprice.
> and I want to know if TOMASZ WILL IMPLEMENT this option in the future
> dynamic position
>
> Stephane
>
> > --- 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
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
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