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@xxxxxxxxxps.com,
"bernardedmond01"
<bernardedmond01@...> wrote:
>
>
Thanks guys, I'll try those suggestions.
> Bernard
>
> ---
In amibroker@xxxxxxxxxps.com,
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@xxxxxxxxxps.com,
"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@xxxxxxxxxps.com>
>
> > > > 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
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> > > > >
> > > > > > For other support
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>
> > > > >
> > > > > > 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
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> >
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> >
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>
> >
> > > Yahoo! Groups Links
> > >
> >
>
> > >
> > >
>
>
>