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You could try just using sigscalein for all trades, and not have an
initial buy condition
sigscalein will buy if not already in a trade
Also see the knowldege base for example on using the surplus buy
signals for scaled entries
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 07/05/07, tipequity <l3456@xxxxxxxxxx> wrote:
> After running a portfolio backtest, I noticed that some potential
> trades were missed. What i learned was that when initially the buy
> signal was fired there was not enough buying power to get execute the
> trade. Subsequent to the initial buy signal another buy signal fires
> and this time there is enough buying power to execute the trade.
> However, backtester doesn't allow the trade because it has a the
> initial buy signal and pyramiding is not allowed. Is there a way that
> I allow pyramiding but only get one instance of open position for
> each symbol? The following is my backtest criterion:
>
> SetBarsRequired(1000000,0);
> SetOption("InitialEquity", 100000); /* starting capital */
> SetOption("CommissionAmount",8); /* commissions AND cost */
> SetOption("CommissionMode", 2);
> SetTradeDelays( 1, 1, 1, 1);
> SetOption("PriceBoundChecking", 1);
> SetOption("UsePrevBarEquityForPosSizing", 1);
> SetOption("AllowPositionShrinking", True);
> SetOption("MinShares", 100);
> SetOption("AccountMargin", 100);
> PositionSize = - 10;
>
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