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Why yes, I would be glad to help. From Marcin...
In the AA>backtester settings>portfolio tab you need to set the
Limit trade size as % of entry bar volume to zero. Thanks Marcin!
--- In amibroker@xxxxxxxxxxxxxxx, "orionsturtle" <orionsturtle@xxx>
wrote:
>
> Does anyone know why this help file code for scaling out will not
> buy into 50% of availabe equity when it is used on a one minute
> chart as opposed to a daily? It uses 50% of the equity on the
Daily
> chart buy signal, but only about 5% on the one Min chart. the only
> parameter I changed was the Periodocity in the AA > backtester
> settings> general tab.
>
> Thanks fo any advice...heres the help file code...
> ------------------------------------------------------
> Example 4: partial exit (scaling out) on profit target stops
>
> Example of code that exits 50% on first profit target, 50% on next
> profit target and everything at trailing stop:
>
> Buy = Cross( MA( C, 10 ), MA( C, 50 ) );
> Sell = 0;
>
> // the system will exit
> // 50% of position if FIRST PROFIT TARGET stop is hit
> // 50% of position is SECOND PROFIT TARGET stop is hit
> // 100% of position if TRAILING STOP is hit
>
> FirstProfitTarget = 10; // profit
> SecondProfitTarget = 20; // in percent
> TrailingStop = 10; // also in percent
>
> priceatbuy=0;
> highsincebuy = 0;
>
> exit = 0;
>
> for( i = 0; i < BarCount; i++ )
> {
> if( priceatbuy == 0 AND Buy[ i ] )
> {
> priceatbuy = BuyPrice[ i ];
> }
>
> if( priceatbuy > 0 )
> {
> highsincebuy = Max( High[ i ], highsincebuy );
>
> if( exit == 0 AND
> High[ i ] >= ( 1 + FirstProfitTarget * 0.01 ) *
> priceatbuy )
> {
> // first profit target hit - scale-out
> exit = 1;
> Buy[ i ] = sigScaleOut;
> }
>
> if( exit == 1 AND
> High[ i ] >= ( 1 + SecondProfitTarget * 0.01 ) *
> priceatbuy )
> {
> // second profit target hit - exit
> exit = 2;
> SellPrice[ i ] = Max( Open[ i ], ( 1 + SecondProfitTarget
*
> 0.01 ) * priceatbuy );
> }
>
> if( Low[ i ] <= ( 1 - TrailingStop * 0.01 ) * highsincebuy )
> {
> // trailing stop hit - exit
> exit = 3;
> SellPrice[ i ] = Min( Open[ i ], ( 1 - TrailingStop *
> 0.01 ) * highsincebuy );
> }
>
> if( exit >= 2 )
> {
> Buy[ i ] = 0;
> Sell[ i ] = exit + 1; // mark appropriate exit code
> exit = 0;
> priceatbuy = 0; // reset price
> highsincebuy = 0;
> }
> }
> }
>
> SetPositionSize( 50, spsPercentOfEquity );
> SetPositionSize( 50, spsPercentOfPosition * ( Buy ==
> sigScaleOut ) ); // scale out 50% of position
>
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