Re: [amibroker] treatment of same bar sell and buy signals

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

1. No, it has nothing to do with multiple positions. 

In AmiBroker this is SCALING IN/OUT and this is the way you should do this.
(increasing / decreasing existing position).

2. If you have already open long position and want to BUY more you should use
SCALE IN SIGNAL instead.
Scale In signal should be with position size being NET result of your desired buy and sell at the same bar.

Details in the user guide:
http://www.amibroker.com/guide/h_pyramid.html

Best regards,
Tomasz Janeczko
amibroker.com
  ----- Original Message ----- 
  From: Edward Pottasch 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Tuesday, December 26, 2006 9:23 AM
  Subject: Re: [amibroker] treatment of same bar sell and buy signals


  hi,

  I believe you are getting close to the area of redundant signals or multiple postions.  There are a lot of options to handle multiple positions within 1 symbol in Amibroker. On a portfolio level this is still on the to-do list I believe.

  For starters have a look here:

  http://www.amibroker.com/kb/2006/04/24/using-redundant-signals-for-entries/

  but there is more material around also in the kb (knowledge base),

  rgds, Ed



    ----- Original Message ----- 
    From: tiedemj 
    To: amibroker@xxxxxxxxxxxxxxx 
    Sent: Monday, December 25, 2006 11:33 PM
    Subject: [amibroker] treatment of same bar sell and buy signals


    Hi

    If you hold a position, it seems, that if you get both a buy and a 
    sell signal on the same bar for the symbol in your holding position, 
    only the sell signal is executed - and the buy signal for that symbol 
    is ignored in the selection of a new trade, so even if the symbol in 
    question has the highest PositionScore value, it will not be selected. 

    Is there a setting I can use to force the "buy" signal to 
    be "executed"? (either by seperate buy/sell trades for the same 
    symbol - or one trade that adjust the positionsize if needed)..

    Best regards
    Jens Tiedemann



   
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