PureBytes Links
Trading Reference Links
|
It's workable, but not ideal for the following reason:
it does not allow me to prioritize taking scale-in positions
versus regular positions. With no Position Shrinking not
allowed, in my scenario below the trade decision would be based
on the standard PositionScore.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxx>
wrote:
>
> 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 -----
> From: rdavenportca
> To: amibroker@xxxxxxxxxxxxxxx
> 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@>
> 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
> >
> >
> >
> >
> >
> > SPONSORED LINKS Investment management software Real estate
> investment software Investment property software
> > Software support Real estate investment analysis
> software Investment software
> >
> >
> > ---------------------------------------------------------------
----
> -----------
> > YAHOO! GROUPS LINKS
> >
> > a.. Visit your group "amibroker" on the web.
> >
> > b.. To unsubscribe from this group, send an email to:
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> > c.. Your use of Yahoo! Groups is subject to the Yahoo!
Terms
> of Service.
> >
> >
> > ---------------------------------------------------------------
----
> -----------
> >
>
>
>
>
>
>
>
> 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
>
>
>
>
>
> SPONSORED LINKS Investment management software Real estate
investment software Investment property software
> Software support Real estate investment analysis
software Investment software
>
>
> -------------------------------------------------------------------
-----------
> YAHOO! GROUPS LINKS
>
> a.. Visit your group "amibroker" on the web.
>
> b.. To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms
of Service.
>
>
> -------------------------------------------------------------------
-----------
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Protect your PC from spy ware with award winning anti spy technology. It's free.
http://us.click.yahoo.com/97bhrC/LGxNAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|