[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Multiple Positions, same Security



PureBytes Links

Trading Reference Links

Hello,

Although you may not like the name but it _is_ scaling (you are increasing the
position on single security).

As for how to do this 
http://www.amibroker.com/guide/h_pyramid.html
 

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Jeff" <jeffstr@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, March 23, 2005 6:59 AM
Subject: [amibroker] Multiple Positions, same Security


> 
> 
> I been at this a couple weeks, reviewed the archives, studied the best
> I could.   I've included a very simple Wealth-Lab code that I've been
> trading very profitably.   Just can't duplicate with AB and need help;
> 
> For the record, whatever the semantics, I DO NOT consider this
> scaling.   Each trade of the same security is considered it's own
> entity and is looking for 5% targets.   As an example, if the first
> trade is taken and the price drops like a rock it might well turn into
> a Buy and Hold forever, that's okay.   On the drop down I want to
> take the multiple signals again and again and still looking for 5%
> target retracements on each of the new entries.  It may very well be
> that I bought high and got 10 open positions, but I'm still looking
> for a 5% target on the last entry.   I sure hope that was explained
> okay.  Code;
> 
> {#OptVar1 5;1;10;1}
> var BAR, P: integer;
> var nTarget: integer;
> nTarget := #OptVar1;
> 
> InstallprofitTarget( nTarget );
> for Bar := 21 to BarCount() - 1 do
> begin
>    ApplyAutoStops( Bar );
>    if ( Priceopen( bar ) < Pricelow( Bar - 1) ) then
>    if Priceopen(Bar) < PriceAverageC(Bar-1) then
>    if PriceAverageC(Bar-1) < PriceAverageC(Bar-2) then
>    BuyAtMarket( Bar + 1,  '');
> end;
> 
> This is my favorite trading system.   Please, anybody, got ideas on
> how to approach this non-scaling scenario?   I hope I'm wrong but this
> study sure doesn't seem possible with AB.   My gratitude for any
> feedback.
> 
> --Jeff
> 
> 
> 
> 
> 
> 
> 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 also:
> http://www.amibroker.com/support.html
> 
> 
> Yahoo! Groups Links
> 
> 
> 
> 
> 
> 
> 
>


------------------------ Yahoo! Groups Sponsor --------------------~--> 
In low income neighborhoods, 84% do not own computers.
At Network for Good, help bridge the Digital Divide!
http://us.click.yahoo.com/EpW3eD/3MnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

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 also:
http://www.amibroker.com/support.html

 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/