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Hi Ed,
thanks for your response and sorry for my late answering.
I´ll try out your example as a basis for scaling-in and
will tell if it worked out.
Regards and thanks again
robert
--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx>
wrote:
>
> hi,
>
> I didn't look at your code in detail but I can give an example of
code I have written for scaling out 3 contracts for future trading.
>
> Using the following setings:
>
> SetOption("CommissionMode", 3);
> SetOption("CommissionAmount", 2.40);
> SetOption("FuturesMode",True);
> NumContracts = 3;
>
> you can then tell the backtester to enter 3 contracts on an extry
signal using:
>
> SetPositionSize( 3, spsShares );
>
> then when you scale out from this position of 3 contracts, 1
contract at a time you use:
>
> SetPositionSize( 1, spsShares * ( Buy == sigScaleOut OR Short ==
sigScaleOut ) );
>
> I assume a similar construction can be used when scaling in. See
the help for SetPositionSize,
>
> rgds, Ed
>
>
>
>
> ----- Original Message -----
> From: nightscalper
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Tuesday, October 16, 2007 3:05 AM
> Subject: [amibroker] sigscalein positionsize problem
>
>
> 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);
>
> ******************************************************************
>
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