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Buy=sigscalein means you are adding to your existing trade
Buy=sigscaleout means you are reducing your existing trade size
Sell will exit the total trade and cannot be used as pyramid exit. Only Buy
can be used to scale in and out
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 15/12/06, wadebullock <wadebullock@xxxxxxxxx> wrote:
>
> Hi there,
>
> I'm also having trouble with this. So far what works it this:
>
> SetPositionSize( 100/PosQty, spsPercentOfEquity );//original position
> buy = ( buyconditions ) * sigscalein;
> sell = sellconditions;
>
> However, as is, this will use the original positionsize formula. I
> want to change that, so I've tried using the SetPositionSize function
> to scale in every time I get a buy condition true. Here's what I've
> tried.
>
> SetPositionSize( 50, IIf( Buy == sigScaleIn, spsPercentOfPosition,
> spsNoChange ) );
>
> SetPositionSize( 50, spsPercentOfPosition * ( Buy == sigScaleIn ) );
>
> Both of these of course have been changed to sigscalein from
> sigscaleout. I read in message # 103762 that sigscaleout only
> applies to buy. Does that mean sigscalein only applies to sell? I
> want to increase my position for every time I get a buy signal not
> scale out.
>
> Any help here will be greatly appreciated.
>
> Thanks!
>
> Wade
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
> >
> > 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@xxx> 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@xxx>
> > > *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@>
> 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,
> > > >
> > >
> > >
> > >
> >
>
>
>
>
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>
> For other support material please check also:
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>
> Yahoo! Groups Links
>
>
>
>
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