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Hello,
There are many ways to do that but most universal method is custom backtester.
The code shown in this article scales in/out multiple times to re-balance open positions:
http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "svatso" <svatopluk.solc@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, November 23, 2007 10:45 PM
Subject: [amibroker] How to pyramiding more than once
> In AB Tutorial - Pyramiding - there is Example 3 with pyramiding once
> a profit is greater than 5 % and used ExRem to ensure that scale-in
> occurs just once.
>
> But what if I'd like pyramiding more than once ?
>
> Say, for simplicity, I want to scale-in just once more when there is
> 10 % profit on current position as illustrates following example ( all
> scales-in just when 10 % profit ) :
>
> Buy 10 shares at $ 10 per share = $ 100
>
> Buy 10 shares at $ 11 per share = $ 100 + $ 10 PL + $ 110 scale-in
>
> Buy 10 shares at $ 11.55 per share = $ 210 + $ 21 PL + $ 115.50 scale-in
>
>
> Any advice to code it with AFL highly appreciated.
>
> Svatopluk
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
> 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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