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I don't know the answer for sure, but I'm guessing it does NOT count
against your total positions since it's only a single position in the
backtester. However, you are likely to never have enough money to
scale-in since you are spending 10 * 10% on the primary positions.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of rdavenportca
Sent: Thursday, May 11, 2006 09:00
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Question on SigScaleIn on Portfolio Testing
I am doing portfolio testing where I have a max open positions of 10
and use 10% of my equity for each position. I also scale in (pyramid)
positions using the sigScaleIn function. My question is - Does
Amibroker count my scale-in position against my # of positions and
capital constraint?
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