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Re: [amibroker] Position/Money management and Pyramiding and Averaging in positions


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Position/Money management and Pyramiding and Averaging in positions
  • From: "Tomasz Janeczko" <amibroker@xxxxxx>
  • Date: Sun, 14 Nov 2004 11:26:30 +0100

PureBytes Links

Trading Reference Links

Hello,

> 
> Thanks Tomasz. Would this functionality allow us to track/determine when
> each new position was added?
No, you would need to track it yourself if you need such information. 

>From the backtester point of view
you won't be creating new positions. Instead you would be SCALING UP/DOWN
EXISTING position. So after pyramiding you will still have one position BUT LARGER (or smaller).
The backtester will be able to tell you the average entry price and total profit
(that would of course take into account different entry dates and different prices).

This is the only resonable way to do this because having one scaled up/down positions
allow you to scale down / exit in ANY way you want (i.e. using DIFFERENT exit sizes than entry sizes).


Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Dimension" <dimension@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, November 14, 2004 1:40 AM
Subject: RE: [amibroker] Position/Money management and Pyramiding and Averaging in positions



> 
> Thank you again....can't wait for this!
> 
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@xxxxxx] 
> Sent: Saturday, November 13, 2004 6:55 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Position/Money management and Pyramiding and
> Averaging in positions
> 
> 
> Hello,
> 
> Pyramiding is scheduled for the end of December.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "Dimension" <dimension@xxxxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, November 13, 2004 10:43 PM
> Subject: [amibroker] Position/Money management and Pyramiding and Averaging
> in positions
> 
> 
>> 
>> What priority are these features with regards to the next version of
>> AmiBroker?  Personally, I think these are extremely important and should
> be
>> given high priority.most successful trades are due to money management
> more
>> than anything else.
>> 
>> 
>> [Non-text portions of this message have been removed]
>> 
>> 
>> 
>> 
>> 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
>> 
>> 
>> 
>> 
>> 
>> 
>> 
>>
> 
> 
> 
> 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
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 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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