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You cannot pyramid directly in backtesting in AB. Check the archives for
previous discussions on this as I think someone has a workaround, basically
sell and buy more of.
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
-----Original Message-----
From: zimm630 [mailto:zim630@xxxxxxxx]
Sent: Wednesday, September 01, 2004 9:37 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Pyramiding
I would like to back test some pyramiding ideas using a ranking
system, for individual issues. What I would like is if condition1 is
true buy 1/3 position and then if condition2 buy another 1/3 position
and so on. I have fooled a bit with PositionSize but it does not
seem to like to add to positions, am I missing something?
Cond1=IIf(Score>10,PositionSize=-.33,0);
Cond2=IIf(Score>20,PositionSize=-.66,0);
Cond3=IIf(Score>30,PositionSize=-1,0);
Buy = Cond1 OR Cond2 OR Cond3;
Any ideas will be appreciated!
Bill
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