PureBytes Links
Trading Reference Links
|
Purely a shot in the dark, but could it be that you are delaying your trades
so that PositionSize is zero on the bar that your trade gets executed?
Steve
----- Original Message -----
From: "pointsmax" <pointsmax@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, March 15, 2008 10:09 AM
Subject: [amibroker] Positionsize - how to set it right?
> Hi,
>
> does anyone know why
>
> PositionSize = IIf(Cross(MACD(),Signal()),-100,0);
> Buy = Cross(MACD(),Signal());
> Sell = Cross(Signal(),MACD());
>
> doesn't make any trade but
>
> PositionSize = -100;
> Buy = Cross(MACD(),Signal());
> Sell = Cross(Signal(),MACD());
>
> makes 132 trades on SPY since 1996?
>
> Aren't they the saae thing logically?
>
> Thanks
> Steve
>
>
>
>
> ------------------------------------
>
> 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
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/
|