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It was a battle, but I understand how sigscalein works now. So if anyone needs to do this, here's the basic idea.
Use sigscalein as a constant in place of
the normal 1 value of Buy or Short. So if you are buying each bar, Buy
= SigScaleIn; would replace Buy = 1; the result would be adding a
position on every bar.
The more usual occurrence would be in an IIf statement like:
BuyCondition = (your buy criteria);
Buy= IIf ( BuyCondition, sigScaleIn,0 );
meaning scale into the position (based on PositionSize) whenever your
buy conditions are meant. sigScaleIn replaces 1 in the IIf statement
There are examples in the help file, but the basic idea is not
explained directly, and I found the examples hard to follow. I had just
about given up when I finally got it. Hope this helps someone.
Esteban
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