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All you need to do is to use correct settings.
In that case "Allow Position Shrinking" set to FALSE will
prevent
from entering partial size positions.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Thursday, May 11, 2006 10:24
PM
Subject: [amibroker] Re: Question on
SigScaleIn on Portfolio Testing
I did a manual audit and it appears you are correct - the
scale-in
position is NOT counted against the total number of
positions. But
this is a problem. While it is true you will
never exceed your max
equity, it will cause you to enter too many
positions meaning that
you will enter some positions at a partial
size. For example:
100,000 account with each position 10% of
account and a max of 10
positions.
I get 5 standard signals on day1
- all are entered with $10k. The
next day all 5 signals give a 2nd
entry (scale-in). Additionally,
on the day2 I get 5 new
signals. So each of the signals on day2
will be entered with
$5k.
What I want (and need) is for priority to be given to 2nd
entries
and each of the 2nd entries to be taken at full size (10% or $10k
in
this example) and the new signals to be ignored.
Of course, you
want want to priority between scale-in signals and
new signals to be
selectable.
Is there a work-around that is programmable for this or
should I
input it into the suggestion black hole (I'm new to Ami, so I
really
don't know how fast or slow they are for request. But my
experience
with other software vendors makes me fear for the
worse).
Rob
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz
Janeczko" <amibroker@xxx>
wrote:
>
> I can only confirm
what Terry has said :-)
>
> Best regards,
> Tomasz
Janeczko
> amibroker.com
> ----- Original Message
-----
> From: Terry
> To:
amibroker@xxxxxxxxxxxxxxx
> 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?
>
>
>
> 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
>
>
>
>
>
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