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Hi,
First of all, i'd like to say that i've been running AB demo for a
couple of weeks and i really like it so far, especially the speed.
However, there's one big drawback compared to Wealth Lab -- which is
so far my preferred backtesting tool -- and that is AB's inability to
easily manage pyramiding (multiple positions)within AFL.
I understand (maybe incorrectly) that this is due to the fact that
AB's calculations are based on arrays.
I'm not a programmer myself so forgive me in advance if my suggestion
is plain stupid, but in order to easily manage multiple positions in
AB, why don't we implement several BUY, SELL, SHORT and COVER arrays ?
Example pseudo code :
SetTotalNumberofPositions = 3;
Buy[0] = Cross (Mov(C,5), Mov(C,20));
Sell[0] = Cross (Mov(C,20), Mov(C,5));
Buy[1] = Cross (C, BuyPrice[0] + 10);
Buy[2] = Cross (C, BuyPrice[1] + 10);
Sell[2] = Sell[1] = Sell [0];
Just an idea :-)
Christophe
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