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There are good examples in the help files for scaling.
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 1/9/06, cstrader <cstrader232@xxxxxxxxxxxx> wrote:
> ouch....
> ----- Original Message -----
> From: "Graham" <kavemanperth@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, January 08, 2006 8:19 PM
> Subject: Re: [amibroker] Struggling again... advice requested
>
>
> > If you want to sell half the position then you need to use the scaling
> > (pyramid) coding, scaleout and scalein, coupled with setpositionsize,
> > all worked into the loop
> >
> >
> > --
> > Cheers
> > Graham
> > AB-Write >< Professional AFL Writing Service
> > Yes, I write AFL code to your requirements
> > http://e-wire.net.au/~eb_kavan/ab_write.htm
> >
> >
> > On 1/9/06, cstrader <cstrader232@xxxxxxxxxxxx> wrote:
> >> Thanks Graham.
> >>
> >> That makes perfect sense to me, and validates my struggle! I don't
> >> think
> >> applystop will work because I want to take half of the position off at a
> >> time. I understand that there is a way to do that (I forget it now), but
> >> I
> >> don't think it's very flexible. Alternatively, I'm thinking of writing
> >> the
> >> open prices to a table or a text file for later reference. Think that
> >> might
> >> work?
> >>
> >> chuck
> >>
> >>
> >>
> >> ----- Original Message -----
> >> From: "Graham" <kavemanperth@xxxxxxxxx>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Sunday, January 08, 2006 8:01 PM
> >> Subject: Re: [amibroker] Struggling again... advice requested
> >>
> >>
> >> > If your sell is linked to then your buy and you want to exclude
> >> > unwanted intermediate signals, then you must use either applystop if
> >> > it is suitable, or use a 'for' loop to define your trade signals
> >> > flip, exrem etc are not suitable for this
> >> >
> >> > --
> >> > Cheers
> >> > Graham
> >> > AB-Write >< Professional AFL Writing Service
> >> > Yes, I write AFL code to your requirements
> >> > http://e-wire.net.au/~eb_kavan/ab_write.htm
> >> >
> >> > On 1/9/06, cstrader <cstrader232@xxxxxxxxxxxx> wrote:
> >> >>
> >> >> Right but the problem is that this line:
> >> >>
> >> >> Bought = Flip(Buy, Sell,);
> >> >>
> >> >> won't execute because sell is not yet (cannot yet be) defined.
> >> >>
> >> >> Do you have a link for the osaka plugin? I can't seem to track it
> >> >> down.
> >> >> Did see some posts about array "persistency" which is what I think I'm
> >> >> looking for.
> >> >>
> >> >>
> >> >>
> >> >>
> >> >>
> >> >> ----- Original Message -----
> >> >> From: Graham
> >> >> To: amibroker@xxxxxxxxxxxxxxx
> >> >>
> >> >> Sent: Sunday, January 08, 2006 7:06 PM
> >> >> Subject: Re: [amibroker] Struggling again... advice requested
> >> >>
> >> >>
> >> >> flip starts on the first bar with 1 and ends last bar with 0, so
> >> >>
> >> >> Buyprice = Valuewhen (Buy and ref(Bought,-1)==0);
> >> >>
> >> >>
> >> >> --
> >> >> Cheers
> >> >> Graham
> >> >> AB-Write >< Professional AFL Writing Service
> >> >> Yes, I write AFL code to your requirements
> >> >> http://e-wire.net.au/~eb_kavan/ab_write.htm
> >> >>
> >> >>
> >> >> On 1/9/06, cstrader <cstrader232@xxxxxxxxxxxx> wrote:
> >> >> >
> >> >> >
> >> >> >
> >> >> > Hi Herman:
> >> >> >
> >> >> >
> >> >> >
> >> >> > Those are both excellent ideas. They may be what I need. Perhaps
> >> >> > I'm
> >> >> > making too much of it, but I am indeed in a quagmire. Let me try to
> >> >> > be
> >> >> > clearer.
> >> >> >
> >> >> >
> >> >> >
> >> >> > I want to get in and out of trades as the day goes on (not simple
> >> >> > reversals, but in and out of trades). To set my exits I need to
> >> >> > remember the initial buyprice of the entry. In actual trading I
> >> >> > can
> >> >> > get this entry price from the TWS, but I can't do that during
> >> >> > development. I need also need to ignore later extraneous buy
> >> >> > signals.
> >> >> >
> >> >> >
> >> >> >
> >> >> > Ideally the code would look something like that below. However, it
> >> >> > is
> >> >> > not possible, because you need to know the value of Sell in line 2
> >> >> > in
> >> >> > order to determine whether you are at the real (first) buypoint
> >> >> > rather
> >> >> > than a later extraneous one. However Sell cannot be defined until
> >> >> > line 4 (after buyprice is determined)
> >> >> >
> >> >> >
> >> >> >
> >> >> > A possibility is to set buyprice as static rather than array. As I
> >> >> > mentioned earlier, this is a solution, but not a very good one.
> >> >> >
> >> >> >
> >> >> >
> >> >> > What am I missing?
> >> >> >
> >> >> >
> >> >> >
> >> >> > Chuck
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> > ///1
> >> >> >
> >> >> > Buy = buyconditions;
> >> >> >
> >> >> >
> >> >> >
> >> >> > ///2 We're in a buy now, until we get a sell signal
> >> >> >
> >> >> > Bought = Flip(Buy, Sell,);
> >> >> >
> >> >> >
> >> >> >
> >> >> > ///3 Where did we enter? Need to remember first buyprice and to
> >> >> > ignore
> >> >> > subsequent buy signals (e.g. signals where we are already in a buy)
> >> >> >
> >> >> > Buyprice = Valuewhen (Buy and !Bought);
> >> >> >
> >> >> >
> >> >> >
> >> >> > ///4 Now we go flat
> >> >> >
> >> >> > Sell = C > Buyprice + 2 or C < Buyprice - 2;
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> > ----- Original Message -----
> >> >> > From: Herman van den Bergen
> >> >> > To: amibroker@xxxxxxxxxxxxxxx
> >> >> > Sent: Sunday, January 08, 2006 5:41 PM
> >> >> > Subject: RE: [amibroker] Struggling again... advice requested
> >> >> >
> >> >> >
> >> >> > Perhaps this will give you more ideas...
> >> >> >
> >> >> > In the past i have "attached" text, signals, trade information, etc.
> >> >> > to
> >> >> > bars by using staticvariables named with the bar's time appended.
> >> >> > For
> >> >> > text example you could use:
> >> >> > staticvarsettext("Bar"+TimeNumber, "your info to attach"); Where the
> >> >> > TimeNumber is SelectedValue(TimeNum()). You can also use
> >> >> > StaticvarSet("Bar"+TimeNumber, Numericalvalue) to attach signals.
> >> >> > This
> >> >> > method will work if you only want to tag a limited number of bars
> >> >> > (up
> >> >> > to a few hundred). You can loop through the bars displayed and plot
> >> >> > numbers or show/recall text from selected bars.
> >> >> >
> >> >> > I presume you have looked at using a table? Look at the OSAKA
> >> >> > plugin.
> >> >> >
> >> >> > If you do not need to save data after shutdown you can, instead of
> >> >> > using a text file, save long strings (same as file) in a
> >> >> > StaticvarSetText(), easier?
> >> >> >
> >> >> > Chuck, i think you may be making is more complicated than it needs
> >> >> > be...if you can describe exactly what your need perhaps we can help
> >> >> > you
> >> >> > better....
> >> >> >
> >> >> > herman
> >> >> >
> >> >> >
> >> >> > -----Original Message-----
> >> >> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
> >> >> > Behalf Of cstrader
> >> >> > Sent: Sunday, January 08, 2006 12:54 PM
> >> >> > To: amibroker@xxxxxxxxxxxxxxx
> >> >> > Subject: Re: [amibroker] Struggling again... advice requested
> >> >> >
> >> >> >
> >> >> > Thanks again Herman.
> >> >> >
> >> >> > I basically do that too, although it isn't really the issue I have.
> >> >> >
> >> >> > My thinking is now here: What I need is a new type of variable --
> >> >> > it
> >> >> > is static in the sense that it holds its value across bars, but
> >> >> > dynamic
> >> >> > in the sense that it can change over time. The problem with static
> >> >> > variables is that when you set them at, say 14:00, they change their
> >> >> > value back at say 10:00 as well.
> >> >> >
> >> >> > In essence, what I want is a Hold() function where the length of the
> >> >> > hold is determined dynamically rather than statically. Doesn't
> >> >> > (yet)
> >> >> > exist!
> >> >> >
> >> >> > What I think what I'm going to try (anyone else ever done this?) is
> >> >> > to
> >> >> > create a "history" text file. At the end of every bar I will write
> >> >> > (append) the current status to a text file, along with the current
> >> >> > barindex. This can be done realtime or by running the cursor across
> >> >> > the chart. Then I'll read in from that history file as time goes
> >> >> > on.
> >> >> > This will allow me to know what my positions were at say 10:31, even
> >> >> > when it's 14:01.
> >> >> >
> >> >> > I'm thinking this might help me,? although you've probably guessed
> >> >> > by
> >> >> > now that I really have no idea what I'm doing... :)
> >> >> >
> >> >> > chuck
> >> >> >
> >> >> > ----- Original Message -----
> >> >> > From: Herman van den Bergen
> >> >> > To: amibroker@xxxxxxxxxxxxxxx
> >> >> > Sent: Sunday, January 08, 2006 11:50 AM
> >> >> > Subject: RE: [amibroker] Struggling again... advice requested
> >> >> >
> >> >> >
> >> >> > In real trading you can use LastPrice = Lastvalue(C) or
> >> >> > GetRTData("Last");
> >> >> >
> >> >> > During developement I often use LastPrice = SelectedPrice(C); This
> >> >> > allows me to step my cursor over the bars (or just click on the
> >> >> > chart
> >> >> > to select a bar) on the chart and trigger trades. Of course this is
> >> >> > ONLY to test the mechanics of your system and profits and fills do
> >> >> > not
> >> >> > reflect real prices. Limit orders tend to fill only one way because
> >> >> > the
> >> >> > selectedprice can be far away from the market price seen by the TWS.
> >> >> >
> >> >> > For initial testing I find this much easier/faster than working with
> >> >> > simulators or the DEMO TWS.
> >> >> >
> >> >> > herman
> >> >> >
> >> >> >
> >> >> > -----Original Message-----
> >> >> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
> >> >> > Behalf Of cstrader
> >> >> > Sent: Sunday, January 08, 2006 11:20 AM
> >> >> > To: amibroker@xxxxxxxxxxxxxxx
> >> >> > Subject: Re: [amibroker] Struggling again... advice requested
> >> >> >
> >> >> >
> >> >> > Herman....right but this assumes that you are real time and live or
> >> >> > paper trading. But what do you do when you are developing the
> >> >> > system?
> >> >> >
> >> >> > ----- Original Message -----
> >> >> > From: Herman van den Bergen
> >> >> > To: amibroker@xxxxxxxxxxxxxxx
> >> >> > Sent: Sunday, January 08, 2006 11:15 AM
> >> >> > Subject: RE: [amibroker] Struggling again... advice requested
> >> >> >
> >> >> >
> >> >> > In simple system you can check the positionsize:
> >> >> >
> >> >> > IBPosSize = ibc.GetPositionSize( Ticker );
> >> >> >
> >> >> >
> >> >> > assuming you got full fills you don't want to go short if you are
> >> >> > already short, or long if you are already long.
> >> >> >
> >> >> > For this type of trading you could/should be using minute bars and
> >> >> > limit trades to one per minute.
> >> >> >
> >> >> > If trading a reversal system you can also maintain your own Static
> >> >> > position indicator...
> >> >> >
> >> >> > hreman
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> > -----Original Message-----
> >> >> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
> >> >> > Behalf Of cstrader
> >> >> > Sent: Sunday, January 08, 2006 11:04 AM
> >> >> > To: amibroker@xxxxxxxxxxxxxxx
> >> >> > Subject: Re: [amibroker] Struggling again... advice requested
> >> >> >
> >> >> > Sorry, I think my post wasn't that clear. I am trading intraday,
> >> >> > and I
> >> >> > want
> >> >> > to get in and out of trades frequently during the day. The trouble
> >> >> > I'm
> >> >> > having is determining whether I should open a new trade, because I
> >> >> > don't
> >> >> > know yet whether I've gotten out of the old one. That is, you want
> >> >> > to
> >> >> > use
> >> >> > Exrem() to avoid repeated buy signals, but you can't do that because
> >> >> > you
> >> >> > have to use the sell conditions to define the buy conditions. Am I
> >> >> > making
> >> >> > any sense?
> >> >> >
> >> >> >
> >> >> > ----- Original Message -----
> >> >> > From: "Tradingbasis" <tzg@xxxxxxxxxxxxxxxx >
> >> >> > To: <amibroker@xxxxxxxxxxxxxxx>
> >> >> > Sent: Sunday, January 08, 2006 10:56 AM
> >> >> > Subject: RE: [amibroker] Struggling again... advice requested
> >> >> >
> >> >> >
> >> >> > > Hi,
> >> >> > >
> >> >> > > try this one:
> >> >> > >
> >> >> > > Setup = your buy condition;
> >> >> > > Tradedate = ValueWhen(setup,DateNum(),1);
> >> >> > > LastTradedate = Ref(Tradedate,-1);
> >> >> > > Otpd = Tradedate > Lasttradedate;//only one trade per day
> >> >> > >
> >> >> > > Buy = Setup;
> >> >> > >
> >> >> > >
> >> >> > > - - - - - - - - - - - - - - - - - - - -
> >> >> > > Best regards
> >> >> > >
> >> >> > > Thomas
> >> >> > > www.tradingbasis.com
> >> >> > > support@xxxxxxxxxxxxxxxx
> >> >> > > - - - - - - - - - - - - - - - - - - - -
> >> >> > >
> >> >> > > -----Original Message-----
> >> >> > > From: amibroker@xxxxxxxxxxxxxxx [mailto:
> >> >> > > amibroker@xxxxxxxxxxxxxxx]
> >> >> > > On
> >> >> > > Behalf
> >> >> > > Of cstrader
> >> >> > > Sent: Sunday, January 08, 2006 4:48 PM
> >> >> > > To: amibroker@xxxxxxxxxxxxxxx
> >> >> > > Subject: [amibroker] Struggling again... advice requested
> >> >> > >
> >> >> > > I am struggling (again!), and would like to request some advice.
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > > My new systems take more than one trade in a day. This creates
> >> >> > > what
> >> >> > > I
> >> >> > > call
> >> >> > > the Catch-22 problem. You can't anymore use arrays to mark the
> >> >> > > trades
> >> >> > > because the entry is dependent on the exit which is dependent on
> >> >> > > the
> >> >> > > entry... So now what do I do?
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > > One possibility is to code with loops. I hate that idea because
> >> >> > > it's
> >> >> > > complicated and because I thought that AB was all about avoiding
> >> >> > > loops.
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > > Another possibility is to mark the entry price with a static
> >> >> > > variable
> >> >> > > and
> >> >> > > hold it until the exit. This will (maybe) work OK in actual
> >> >> > > trading
> >> >> > > and
> >> >> > > in
> >> >> > > AA but it is hard to tell what is happening because the buy and
> >> >> > > sell
> >> >> > > arrows
> >> >> > > on the chart display are no longer accurate (because later static
> >> >> > > variable
> >> >> > > assignments mess up the display of earlier ones).
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > > This seems like such a basic problem that someone else must have
> >> >> > > dealt
> >> >> > > with
> >> >> > > it and found the solution.
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > > Thanks!
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > > chuck
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > > 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
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > > 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
> >> >> > >
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> >> >> >
> >> >> > To get support from AmiBroker please send an e-mail directly to
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> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
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