Text,
As per my post I am satisfied with the new
functionality, and yes, in real trading what I am doing would be considered to
by pyramiding.
I don’t want to go into a pointless
discussion about what I am doing is pyramiding or not, after all, it is only a
definition. But in order to clarify why I prefer to differente the two:
If you pyramid on one ticker, for example,
then the overall result is a result of one trade - overall profit or loss. Also,
if you have a fixed commission, and enter a trade over 5 entries and one exit, for
example, then you pay your fixed commission charge X 6. These are all subtle
differences, which I would have imagined made it more complex to interpret the
results of a back test in the way I am back testing.
If you treat the trades as separate, as
per my original request, and you are, for example, looking to see how many buy
signals are being generated during a given time period, or, you are using a
time stop exit in order to determine %wins x bars after entry, then, in my
understanding, it is something which requires trades to be considered
separately, even though on the same ticker.
Regards,
Claude
From: textual_49
[mailto:das300@xxxxxxxxxxx]
Sent: Tuesday, March 08, 2005 20:15
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Multiple
holdings of the same ticker
very curious claude ,
what u understand PYRAMIDING to be then ....as
opposed to what u are
doing which actually is pyramiding ...
regards
text
--- In amibroker@xxxxxxxxxxxxxxx, "Claude
Caruana"
<claudecaruana@xxxx> wrote:
> Thanks Tomasz. Some great new functionality
here!
>
>
>
> What I meant by "nothing as complex as
pyramiding" is that for my
> requirements, simply holding one more
position of the same ticker
just like
> it was a different ticker would have been
fine. However this new
> functionality for pyramiding satisfies my
requirements and does much
more,
> so it's great.
>
>
>
> Regards,
>
> Claude
>
>
>
>
>
>
>
> _____
>
> From: Tomasz Janeczko [mailto:amibroker@xxxx]
> Sent: Tuesday, March 08, 2005 16:51
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: Multiple
holdings of the same ticker
>
>
>
> Hello,
>
> >> It's nothing as complex as
pyramiding or anything of the sort. I
> > would just
> >> like to be able to buy multiple
positions of the same ticker
>
> It *IS* pyramiding.
>
> http://www.amibroker.com/guide/h_pyramid.html
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "mikelaurataylor"
<mikelaurataylor@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, March 08, 2005 2:32 AM
> Subject: [amibroker] Re: Multiple holdings of
the same ticker
>
>
> >
> >
> > I'm not 100% but I asked tech support
the same thing a bit ago and I
> > think you use the relatively new
functions:
> >
> > sigscalein and sigscaleout
> >
> > to accomplish what you are trying to do;
even though it is not as
> > complex as pyramiding.
> >
> > Hope this helps.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx,
"Claude Caruana"
> > <claudecaruana@xxxx> wrote:
> >> Dear All,
> >>
> >>
> >>
> >> I posted this a while ago but got no
replies. Does anybody have
> > any idea on
> >> whether it is possible to do this?
> >>
> >> It's nothing as complex as
pyramiding or anything of the sort. I
> > would just
> >> like to be able to buy multiple
positions of the same ticker if a
> > buy signal
> >> occurs again while I am holding a
position already.
> >>
> >>
> >>
> >> Thanks and best regards,
> >>
> >> Claude
> >>
> >>
> >>
> >>
> >>
> >> _____
> >>
> >> From: Claude Caruana
[mailto:claudecaruana@xxxx]
> >> Sent: Friday, February 18, 2005
13:49
> >> To: amibroker@xxxxxxxxxxxxxxx
> >> Subject: [amibroker] Multiple
holdings of the same ticker
> >>
> >>
> >>
> >> Hi All,
> >>
> >>
> >>
> >> I am trying to do some specific
evaluation tests on entry signals,
> > but I am
> >> finding that my results are being
greatly affected because a trade
> > is
> >> executed when:
> >>
> >>
> >>
> >> 1 - Buy = 1 and
> >>
> >> 2 - You are not already holding the
ticker <-- this is my problem
> >>
> >>
> >>
> >> I would like to run a test which
evaluates ALL raw buy signals,
> > not only the
> >> signals which occur when you are not
already holding a particular
> > ticker.
> >>
> >> I would like each trade to be
independent - For all intents and
> > purposes,
> >> the end result would be that 2
trades on the same ticker will not
> > be any
> >> different from 2 trades on different
tickers.
> >>
> >>
> >>
> >> I know we can see all buy signals
for each individual ticker from
> > the result
> >> pane. Question is, can this be done
on actual trades? Is there any
> > such
> >> setting?
> >>
> >>
> >>
> >> Many thanks for any replies!
> >>
> >>
> >>
> >> Claude
> >>
> >>
> >>
> >>
> >>
> >>
> >>
> >>
> >>
> >> 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
> >>
> >> * To visit your group on the web, go
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> >> http://groups.yahoo.com/group/amibroker/
> >>
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> >>
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> >>
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> >> <http://docs.yahoo.com/info/terms/>
Terms of Service.
> >
> >
> >
> >
> >
> >
> > Please note that this group is for
discussion between users only.
> >
> > To get support from AmiBroker please
send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check
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> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
>
>
> Please note that this group is for discussion
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>
> To get support from AmiBroker please send an
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