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Re: [amibroker] Managing multiple positions : just an idea



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Hello,

Pyraminding is as simple as in Wealth Lab.
If you don't like array approach you can use custom backtester. 
There is a sample rebalancing code that uses scaling in /out.
http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/

In Custom backtester you operate bar by bar as in WL.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "clambert0371" <clambert0371@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 18, 2007 7:06 PM
Subject: [amibroker] Managing multiple positions : just an idea


> 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
> 
> 
> 
> 
> 
> 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
> 
> 
> 
> 
>


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
 
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