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Graham/David
I solved the issue with Graham's min. volume setting on AA. It works
fine.
One other problem - can you assist please?
I am selling after a certain number of bars (10), so I say for my
sell:
Sell = Ref( Buy, -10 );
That works fine, but I notice that on certain days, volume would have
been too low for me to exit.
How do I say sell [after my holdperiod of 10] if there would have
been sufficient volume but if volume would have been too low, wait
until the first next opportunity?
As usual, your assistance is greatly appreciated.
Best regds,
Bernard
--- In amibroker@xxxxxxxxxxxxxxx, "bernardedmond01"
<bernardedmond01@xxx> wrote:
>
> Thanks guys, I'll try those suggestions.
> Bernard
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@> wrote:
> >
> > How about the settings for position size on bar volume limitation
> (AA settings)
> >
> > --
> > Cheers
> > Graham
> > AB-Write >< Professional AFL Writing Service
> > Yes, I write AFL code to your requirements
> > http://www.aflwriting.com
> >
> >
> > On 28/05/07, David Smith <david.smith5@> wrote:
> > >
> > > Have you turned off "allow position size shrinking"?
> > >
> > > Perhaps alternatively you could set the minimum position value
> as well.
> > >
> > > Dave
> > >
> > > > bernardedmond01 <bernardedmond01@> wrote:
> > > >
> > > > Is that correct? It doesn't seem to work that way when I run
> it.
> > > > I specify each position size as $50,000 but I get partial
> fills.
> > > > When I look to see the actual trade in chart form, I see
> volume was
> > > > down that day...The position size in the report then shows
the
> lower
> > > > position size.
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@>
> wrote:
> > > > >
> > > > > Bernard,
> > > > >
> > > > > Look at positionSize in help.
> > > > >
> > > > > You can specify a fixed amount of $ for each trade. Only
> time you
> > > > can get a
> > > > > smaller amount would be if you did not have adequate funds
> left
> > > > for full
> > > > > position
> > > > >
> > > > > ----- Original Message -----
> > > > > From: "bernardedmond01" <bernardedmond01@>
> > > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > Sent: Sunday, May 27, 2007 4:47 PM
> > > > > Subject: [amibroker] Position Size problems
> > > > >
> > > > >
> > > > > > Apologies if this has been covered elsewhere, I couldn't
> find any
> > > > > > references here of past threads...
> > > > > >
> > > > > > I want to make sure that every position I enter has a full
> > > > position
> > > > > > size (which for my purposes is $50,000).
> > > > > > When I run the backtest, I see that on some occasions I
> enter a
> > > > trade
> > > > > > but it has a position size of say $5,000. I'm guessing
> this is
> > > > because
> > > > > > it had lower volume that day (correct?).
> > > > > > The reality is, I would pass on that trade.
> > > > > > I tried to fix this by having a MA(V,50)>100000 but this
> doesn't
> > > > > > always work since volume may be very volatile.
> > > > > > Can I say in my formula, buy if these conditions are met
> and
> > > > this is
> > > > > > the PS but don't take the trade if PS would be less than
> what
> > > > I've
> > > > > > stipulated?
> > > > > > TIA,
> > > > > > Bernard
> > > > > >
> > > > > >
> > > > > >
> > > > > > Please note that this group is for discussion between
> users only.
> > > > > >
> > > > > > To get support from AmiBroker please send an e-mail
> directly to
> > > > > > SUPPORT {at} amibroker.com
> > > > > >
> > > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check
> DEVLOG:
> > > > > > http://www.amibroker.com/devlog/
> > > > > >
> > > > > > For other support material please check also:
> > > > > > http://www.amibroker.com/support.html
> > > > > >
> > > > > > Yahoo! Groups Links
> > > > > >
> > > > > >
> > > > > >
> > > > >
> > >
> > > David Smith
> > > 55 OLIVIA PLACE
> > > PULLENVALE, 4069
> > > Ph: 3374 4819
> > > Mob: 0411 120 952
> > >
> > >
> > > Please note that this group is for discussion between users
only.
> > >
> > > To get support from AmiBroker please send an e-mail directly to
> > > SUPPORT {at} amibroker.com
> > >
> > > For NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
> > > http://www.amibroker.com/devlog/
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> >
>
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