[amibroker] Re: CBT: Scaled trades

["vlanschot" <vlanschot@xxxxxxxxx>]

Thanks mate, but forgot to mention: I use rotational mode in CBT 
which seems to complicate matters due to the fact that scaling is 
triggered by stock-specific variables (arrays) which relate to both 
(current vs. required) PositionSize and (previous vs. new)
PositionScore. 
I have been unable to determine: 
1) how much cash is available for all ScaleIns at each bar
2) how to allocate this cash according to a specific "ScaleIn"-rule.

Support question, I suspect.

PS

--- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paultsho@xxx> wrote:
>
> Mate
> If you're using CBT, you can program the way you want it
> just put scaleout before the others, they will be executed first ;)
> 
> 
>   _____  
> 
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] 
On Behalf
> Of vlanschot
> Sent: Thursday, 3 May 2007 9:01 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] CBT: Scaled trades
> 
> 
> 
> Could anybody possibly confirm whether ScaleOut trades are executed 
> FIRST, in order to release cash for the subsequent ScaleIn trades?
> 
> And if so, is the only way to calculate the resulting amount of 
cash 
> available for the ScaleIn-trades to add (PosSize - Exit 
Commissions) of 
> each ScaleOut to the bo.Cash of the previous bar?
> 
> Thx,
> 
> PS
>




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