PureBytes Links
Trading Reference Links
|
Hi to all,
may I ask for your help with the following code.
The positionsize does not behave as it should.
I am trying to buy "100" at first occurence of buy
signal and when scalein condition appears (drawdown),
I want to buy "100000", but backtester does set
positionsize sometimes right and sometimes not,
e.g. it buys "100000", even if it´s the first occurence
of buy signal, or buys "100", even if it´s a scalein
signal. But sometime backtester does it correct. I
just don´t get it. Initial equity in backtestersettings
is 1,000,000, so this should be no problem.
Thanks for any help finding what is wrong with the code.
Regards
robert
******************************************************************
Plot(Close,"",colorwhite,132);
Buy = Buycondition;
Sell = C<0;
ApplyStop(stopTypeProfit,stopModePoint,0.0030,1,False,1);
ApplyStop(stopTypeLoss,stopModePoint,0.0080,1,False,1);
e = Equity(1);
PyramidThreshold = 0.1;
PcntProfit = 100*(e-ValueWhen(Buy,e))/ValueWhen(Buy,e);
InTrade = Flip(Buy,Sell);
DoScaleIn = ExRem(InTrade AND PcntProfit<-PyramidThreshold,Sell);
Buy = Buy + sigScaleIn * DoScaleIn;
PositionSize = IIf(DoScaleIn,100000,100);
******************************************************************
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|