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Thanks you.
That worked.
long ScaleTrade(long Bar, string Symbol, bool bIncrease, float Price,
float PosSize, [optional] variant Deposit)
The key is "float PosSize". I think is the amount you want to sell.
Thanks again.
--- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <vlanschot@xxx> wrote:
>
> Use bo.ScaleTrade. Take a look at TJ's example:
>
> http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/
>
> PS
>
> --- In amibroker@xxxxxxxxxxxxxxx, "rashidfarah_98"
> <rashidfarah_98@> wrote:
> >
> > Does any one know how to exit from a position partially
> > after it rises a certain % in relation to the
> > available portfolio equity?
> >
> >
> > For example, if I initially start with $50,000,then
> > open 10 positions each holding $10,000. That is 20% of
> > the total equity for each position.
> > Now, I would have a trailing stop to exit say 7%. But
> > also I would not allow a position to comprise more
> > than 30% of the total portfolio equity. Once the
> > position reaches 30% of folio I sell 10% and keep the
> > value that is equivalent to the original 20%.
> >
> > So the question is how do I exit partially. It seems
> > this has to be done within portfolio backtester.
> >
> > I know the following:
> > 1- total equity:
> > CurrentPortfolioEquity = bo.Equity;
> > 2- The value of each open position
> > nInvestedValue = 0;
> > for(openpos = bo.GetFirstOpenPos(); openpos; openpos =
> > bo.GetNextOpenPos()) {
> > nInvestedValue = nInvestedValue +
> > openpos.GetPositionValue();
> > nOpenPositions++;
> > }
> >
> > Now you there is something similar as shown in the code
> > bellow. But, this is at the system level and generic
> > for all positions.
> > I am not sure we can link this with "bo.Equity".
> >
> > Can anyone help by pointing me the way.
> >
> > Thanks,
> > Rashid
> >
> > ==================
> > for( i = 0; i < BarCount; i++ )
> > {
> > if( priceatbuy == 0 AND Buy[ i ] )
> > {
> > priceatbuy = BuyPrice[ i ];
> > }
> >
> > if( priceatbuy > 0 )
> > {
> > highsincebuy = Max( High[ i ], highsincebuy );
> >
> > if( exit == 0 AND
> > High[ i ] >= ( 1 + FirstProfitTarget * 0.01
> > ) * priceatbuy )
> > {
> > // first profit target hit - scale-out
> > exit = 1;
> > Buy[ i ] = sigScaleOut;
> > }
> >
> > if( exit == 1 AND
> > High[ i ] >= ( 1 + SecondProfitTarget * 0.01
> > ) * priceatbuy )
> > {
> > // second profit target hit - exit
> > exit = 2;
> > SellPrice[ i ] = Max( Open[ i ], ( 1 +
> > SecondProfitTarget * 0.01 ) * priceatbuy );
> > }
> >
> > if( Low[ i ] <= ( 1 - TrailingStop * 0.01 ) *
> > highsincebuy )
> > {
> > // trailing stop hit - exit
> > exit = 3;
> > SellPrice[ i ] = Min( Open[ i ], ( 1 -
> > TrailingStop * 0.01 ) * highsincebuy );
> > }
> >
> > if( exit >= 2 )
> > {
> > Buy[ i ] = 0;
> > Sell[ i ] = exit + 1; // mark appropriate
> > exit code
> > exit = 0;
> > priceatbuy = 0; // reset price
> > highsincebuy = 0;
> > }
> > }
> > }
> >
> > SetPositionSize( 50, spsPercentOfEquity );
> > SetPositionSize( 50, spsPercentOfPosition * ( Buy ==
> > sigScaleOut ) ); // scale out 50% of position
> >
>
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