|
Hello,
This code does not pyramid trades.
If it did you would see that in the last column of backtest
result list - it would list Scale In/Scale Out different than
0/0
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Saturday, May 06, 2006 2:19
PM
Subject: [amibroker] Re: Enter position
once?
Hello Tomasz,
my code:
SetPositionSize( 100,
spsPercentOfEquity );
SetTradeDelays(1,1,1,1);
//SetOption("initialequity",25000);
bdelay
= Status("buydelay");
sdelay = Status("sdelay");
period1=28;//
Optimize("MFI Period",28,15,45,1);
period2=100;//Optimize("ATR
Period",100,10,200,2);
period3=34;//Optimize("MA
Period",34,10,60,1);
period4=25;//Optimize("BBand Period",
25,15,50,1);
width=1.5;//Optimize("BBand
Width",1.5,1,2.5,0.1);
indi=MFI(period1)-ATR(period2); //my
indicator
indientry =
ValueWhen(Cross(Close,BBandTop(Close,period4,width))
AND
indi<Ref(indi,-1),indi);
Buy =
Cross(Close,BBandTop(C,period4,width)) AND indi<Ref(indi,-1);
Sell =
Cross(MA(Close,period3),Close); //Cross(indi,indientry) OR
Plot
(C,"",ParamColor("Price Color",colorBlack),styleCandle);
Plot(MA(Close,
period3),"MA", colorOrange,
styleLine);
Plot(BBandTop(C,period4,width),"BB Top", colorBlue,
styleLine);
Plot(BBandBot(C,period4,width),"BB Bottom", colorBlue,
styleLine);
PlotShapes(shapeUpArrow*Buy,colorGreen,0,L);
//PlotShapes(shapeDownArrow*Short,
colorRed,0,H);
PlotShapes(shapeSmallSquare*Sell,
colorGreen,0,H);
//PlotShapes(shapeSmallSquare*Cover,
colorRed,0,L);
//Graph0=Equity(1);
//Graph0Style=1;
I
can't figure out where I do
pyramiding?
cheers,
Christian
--- In
amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxx>
wrote:
>
> Hello,
>
> It will open just one position
per symbol BY DEFAULT (if you use 1
or True in buy array).
>
>
If it is pyramiding it means that you told it to do so by
specifying
sigScaleIn in buy array.
>
> Best regards,
>
Tomasz Janeczko
> amibroker.com
> ----- Original
Message -----
> From: csvirtual
> To:
amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, May 06, 2006
3:17 AM
> Subject: [amibroker] Enter position once?
>
>
> Hello,
>
> my problem
with backtesting is that a trade is entered when the
signal
> is given although an earlier signal provided the
entry! So it is
> pyramiding.
>
> I
just want to enter with 100% of equity and first after a sell
go
> long again, not during an open trade. How can I code
this?
> I use SetPositionSize( 100, spsPercentOfEquity )
and
> SetOption("initialequity",25000)
>
> Any help appreciated
>
>
thanks
>
>
>
>
>
>
> 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
>
>
>
>
>
> SPONSORED LINKS
Investment management software Real estate
investment software
Investment property software
> Software
support Real estate investment analysis software
Investment
software
>
>
>
------------------------------------------------------------------------------
>
YAHOO! GROUPS LINKS
>
> a.. Visit
your group "amibroker" on the web.
>
> b.. To unsubscribe from this group,
send an email to:
>
amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> c.. Your use of Yahoo! Groups is
subject to the Yahoo! Terms of
Service.
>
>
>
------------------------------------------------------------------------------
>
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
SPONSORED LINKS
YAHOO! GROUPS LINKS
|