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I can only confirm what Terry has said :-)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Thursday, May 11, 2006 7:46
PM
Subject: RE: [amibroker] Question on
SigScaleIn on Portfolio Testing
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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