|
PureBytes Links
Trading Reference Links
|
You will need to increase the loop to cover the number of times the
sigscalein can be used.
btw the did not need to use a loop for the buy that you have,
*Buy* = IIf(BuySig,*sigScaleIn*,0);
and what you are using in the loop is incorrect as you are referencing the
bar number in this instance and the results you would ahve gotten would be
based on incorrect calculations
here is a rough idea on how to put this together. This does not take into
account everything possible, but should be a start
**
BuySig = Cross(*C*,EMA(*C*,20));
Sell= Cross(EMA(*C*,50),*C*);
*PositionSize* = -3;
SetFormulaName("Test");
SetOption("MaxOpenPositions",12);
SetOption("CommissionAmount",0.00);
SetOption("CommissionMode",2);
SetOption("InitialEquity",100000);
SetOption("PriceBoundChecking",1);
SetOption("UsePrevBarEquityForPosSizing",0);
SetOption("PortfolioReportMode",0);
SetTradeDelays(0,0,0,0);
*BuyPrice*=*SellPrice*=*ShortPrice*=*CoverPrice*=*Close*;
buy = 0;
count = 0;
*for*(i=1; i<barcount; i++);
{
* if(BuySig*[i] and count<5)
{
Buy[i] = *sigScaleIn*;
Count++;
}
if(Sell[i]) count = 0;
}
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 20/11/06, Fred S. Esch <fesch@xxxxxxxxxx> wrote:
>
> I am presently also trying to understand how to employ SigScaleIn
> effectively. I wish to go Long using 3% of available equity no more than
> four times prior to a Sell for a given equity assuming repeated buy signals
> are received prior to a Sell signal. Following your suggestions I've tried
> to encode a For Loop for this purpose but I obtain no Buy signals.
> Replacing the For Loop with "Buy = BuySig" in the code below I obtain 77
> trades. Would you (or anyone else) be kind enough to indicate the error of
> my ways?
>
>
>
> BuySig = Cross(*C*,EMA(*C*,20));
>
> SellSig= Cross(EMA(*C*,50),*C*);
>
>
>
> *PositionSize* = -3;
>
> SetFormulaName("Test");
>
> SetOption("MaxOpenPositions",12);
>
> SetOption("CommissionAmount",0.00);
>
> SetOption("CommissionMode",2);
>
> SetOption("InitialEquity",100000);
>
> SetOption("PriceBoundChecking",1);
>
> SetOption("UsePrevBarEquityForPosSizing",0);
>
> SetOption("PortfolioReportMode",0);
>
> SetTradeDelays(0,0,0,0);
>
> *BuyPrice*=*SellPrice*=*ShortPrice*=*CoverPrice*=*Close*;
>
>
>
> *for*(i=1; i<5; i++);
>
> { *Buy* = IIf(BuySig[i],*sigScaleIn*,0);
>
> }
>
>
>
>
>
> *Sell* = SellSig;
>
>
>
>
> ------------------------------
>
> *From:* amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] *On
> Behalf Of *Graham
> *Sent:* Wednesday, November 15, 2006 2:15 PM
> *To:* amibroker@xxxxxxxxxxxxxxx
> *Subject:* Re: [amibroker] Re: Pyramiding: buy a 2nd time if buy cryteria
> is reached,
>
>
>
> supistarde
>
> maxopenpositions limits the number of stocks that can have trades open
> duiring a backtest
>
> scaling into trades is not affected this setting
> How you define the scaling depends on what you wnat to do
>
> eg to scale in every time you get a buy condtion true you can simply write
>
> buy = ( buyconditions ) * sigscalein;
> sell = sellconditions;
>
> alternatively something like this could be used
>
> buy = buyconditions;
> sell = sellconditions;
> inTrade = flip(buy,sell);
> buy = buy and iif( intrade, sigscalein, 1);
>
> to change the positionsixze for the scalein then you use setpositionsize
> function, see examples in help for this
>
> there are a number of methods to achieve the scaling and what you use
> depends on the conditions for the buys and sells. sometimes straight
> condition statements are enough, other times you may nbeed to place them
> into a for loop, or in extreme cases when the scaling is dependant on the
> results of the first pass backtest then the custom backtest code is needed
> (as you are a beginner in AFL I suggest you stay with the simpler methods
> and build your knowledges of AB and the aFL)
>
> Look through the help files and also search on the archives of this group
> for information on writing AFL.
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
>
> On 16/11/06, *Mark H* <amibroker@xxxxxxxxxxxxx> wrote:
>
> You would need to use the custom backtester (CBT) to do the position
> sizing. See amibroker knowledge base for some examples.
>
>
>
> ----- Original Message -----
>
> *From:* supistarde <supistarde@xxxxxxxx>
>
> *To:* amibroker@xxxxxxxxxxxxxxx
>
> *Sent:* Wednesday, November 15, 2006 1:22 PM
>
> *Subject:* [amibroker] Re: Pyramiding: buy a 2nd time if buy cryteria is
> reached,
>
>
>
> does it not work at amibroker?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "supistarde" <supistarde@xxx> wrote:
> >
> > Hello community,
> >
> > I know how to minimize open positions:
> > SetOption("maxopenpositions",2);
> >
> > but how does this sigScaleIn work?
> > I want to buy further stocks if my buy conditions are met a second
> > time. The second position should have half the size of the first
> > position.
> > How do I do this?
> >
> > Buy = Buy + sigScaleIn * DoScaleIn
> > How do I link sigscalein to my buy signal?
> >
> > Regards,
> >
>
>
>
>
>
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.1.409 / Virus Database: 268.14.11/542 - Release Date: 11/20/2006
|