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Thanks Graham for your suggestion. I went to the knowledge base and
used TJ's example. However, there is bug(enhancement) #105 that needs
to get done before ranking can be implemented in the CBT. Looking at
the TJ's correspondents with various users I get the feel that this
issue will be fixed/implemented sometime soon.
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> 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@xxx> 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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