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Hi Tomasz,
I agree on the importance of this feature in modelling money
management. Following up on this, I believe another feature like an
order engine is equally important to model complex trading model
(instead of the current way of manipulating Buy/Sell arrays for
trades). Would you mind revealing when this feature will be ready?
William
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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@x...]
> > 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@xxxx>
> > 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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