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Max Positions is 1 and Limit trade size as % is 0!
I see two uparrows on my chart before a square is in between. So this
means that there is a BUY although a Long position is still open?!
--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxx> wrote:
>
> 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.
>
> --
>
> Terry
>
> -----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?
>
>
>
> 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 -----
>
> From: csvirtual <mailto:csvirtual@...>
>
> To: amibroker@xxxxxxxxxxxxxxx
>
> 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@>
> 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.
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> >
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> >
> >
> >
> >
> >
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