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Thanks Dave.
--- In amibroker@xxxxxxxxxxxxxxx, "David Smith" <david.smith5@xxx>
wrote:
>
> Try instead barssince(buy) > 10 (or whatever period) AND Vol >
minvolume,
> then exit tomorrow on open;
>
> Cheers, Dave
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of bernardedmond01
> Sent: Monday, 28 May 2007 6:24 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Position Size problems
>
>
>
> 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@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com,
> "bernardedmond01"
> <bernardedmond01@> wrote:
> >
> > Thanks guys, I'll try those suggestions.
> > Bernard
> >
> > --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.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.aflwriti <http://www.aflwriting.com> ng.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@xxxxxxxxx <mailto:amibroker%
40yahoogroups.com>
> ps.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@xxxxxxxxx <mailto:amibroker%
40yahoogroups.com>
> ps.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
> > DEVLOG:
> > > > > > > http://www.amibroke <http://www.amibroker.com/devlog/>
> r.com/devlog/
> > > > > > >
> > > > > > > For other support material please check also:
> > > > > > > http://www.amibroke
<http://www.amibroker.com/support.html>
> r.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.amibroke <http://www.amibroker.com/devlog/>
r.com/devlog/
> > > >
> > > > For other support material please check also:
> > > > http://www.amibroke <http://www.amibroker.com/support.html>
> r.com/support.html
> > > >
> > > > Yahoo! Groups Links
> > > >
> > > >
> > > >
> > > >
> > >
> >
>
Please note that this group is for discussion between users only.
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SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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