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[amibroker] Re: Multiple Positions, same Security



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> You do realize that this looks into the future?

Owen, nothing forward looking in this.   I wait for end of day,
download Yahoo data, then run my scans on the completed current Bar
for buying opportunities for the next day's open.   Some stat's from
Wealth-Lab;

Winning % = 95.08
Avg Bars Held = 35 days

Be warned.   This is a very capital intensive system and initial
drawdowns can be ugly.   Scanning is fine but unless we can get over
this lumping and averaging stuff in AB, you won't be able to backtest.
I sure would like the flexibility to optimize the current profit target.
Any ideas?

--Jeff





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