AW: [amibroker] Positionsize - how to set it right?

[pointsmax@xxxxxxxx]

you are right. now i'm trying to reference on the signals of the day before and set delays to zero.

----- Ursprüngliche Mail ----
Von: Steve Dugas <sjdugas@xxxxxxxxxxx>
An: amibroker@xxxxxxxxxxxxxxx
Gesendet: Samstag, den 15. März 2008, 19:45:17 Uhr
Betreff: Re: [amibroker] Positionsize - how to set it right?

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@xxxxxx de>
To: <amibroker@xxxxxxxxx ps.com>
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
>
>
>
>
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