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I think, I figured it out myself.
Obviously it is not possible with AmiBroker to rank scales with a
position score. Even position size shrinking doesn't work with scales
but only with buys.
So obviously the backtester ranks scaled in positions (and exits)
according to their size instead of their score. After that new buys
are
ranked by their score. If there is any cash left after that, a
shrinked
buy position is opened.
Is their any possibility with the new backtester object to rank even
scaled-in positions with position score and to shrink even scales?
If not, AmiBroker has a big drawdown compared with e.g. Wealth Lab
where that functionality is easily possible.
--- In amibroker@xxxxxxxxxxxxxxx, "christian_mueller_cm"
<Christian.Mueller.CM@xxxx> wrote:
> Hello,
>
> when I check the checkbox "Allow position size shrinking" in the
> backtester, the backtester doesn't take into account the position
score
> any longer when scaling into positions.
>
> Has anyone made a similar experience and found a solution?
>
> Regards,
> Christian
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