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I tried your code. It works as it
should.
Possibilities:
You have Max Open Positions > 1 AND
you have Limit trade size as % of entry bar set (which you should IMHO).
What this can do is buy a position using
LESS than your full equity because of the volume limit. Then it will continue
to buy stocks, up to Max Open Positions, until 100% of your equity is invested.
However, it will NOT buy the same stock again if it already has a position in
it. It can/will buy the same stock again AFTER it has been sold and it gets
another Buy signal.
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Tomasz Janeczko
Sent: Saturday, May 06, 2006 07:25
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Enter
position once?
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
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