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Hello
Well, here we go - I am going to take Yuki and Tomasz and a few others
up on their offer to post here with my questions, newbie though they may
be. I will continue to ask until someone tells me that I need to stop
because I'm driving them crazy :)
I know most of my questions will be ridiculously if not irritatingly
simple for most of you.
Below is an AA attempt using Aroon. The idea is to buy when the
*condition* parameters are true. I am trying to limit position size, but
it isn't working. Is there something wrong with the position size filter
I am attempting? When I ask for this Analysis on a basket of stocks, I
get filled for the entire capital amount on the first signal, instead of
getting a smaller fill based on this stop, leaving capital free to take
subsequent entry signals. Also, I occasionally get filled for i.e. 3
shares of a $12 stock when the entire capital amount seems to be available.
Any help is appreciated. I have learned that you have to be a lot more
meticulous using AFL than Metastock Formula Language - perhaps I have
made some silly error.
Please pay special attention to this line of the following code; note
the negative sign in front of the two.
*TrailStopAmount = -2 * ATR( 20 );
___________________________________________________________________________________________________
*
ALen = 14;
AroonUp = 100 * (ALen - (HHVBars(H, ALen + 1))) / Alen;
AroonDn = 100 * (ALen - (LLVBars(L, ALen + 1))) / ALen;
Condition=(AroonUp>AroonDn) AND
Ref(AroonUp,-1)<Ref(AroonDn,-1) AND
Ref(AroonDn,-1)>68 AND
C>MA(C,50) AND
AroonUp=100;
Buy= Condition;
Sell=0;//
TrailStopAmount = -2 * ATR( 20 );
Capital = 100000;
Risk = 0.01*Capital;
PositionSize = (Risk/TrailStopAmount)*BuyPrice;
ApplyStop( 2, 2, TrailStopAmount, 0);
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