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Actually, what does this option really do (it's not detailed in the
docs)? I'm guessing it allows resizes the other positions to allow
the cash for all the positions?
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> You are using positionsize = 25% of equity, then you could get a
> situation where the available cash is less than 25% of equity
> You can switch on allowshrinking, if you want smaller trade sizes
> SetOption( "AllowPositionShrinking", 1 );
>
> --
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
>
>
> On 23/03/2008, droskill <droskill@xxx> wrote:
> > Hey all, was just playing around with a stupid idea - coded it up and
> > ran it against a watch list that contained: SPY, QQQQ, EEM, IEF.
> >
> > Here's what I don't get - if you run this against those
instruments (I
> > use TC2007 for data), and then I select to show the actual trades for
> > the instrument IEF, I can see a trade where the cross happened - yet
> > this trade doesn't show up on the list, and there are definitely open
> > position slots (obviously if I have 4 positions and only 4 equities).
> >
> > Anyone got any idea what's going on here?
> >
> > Thanks!
> >
> > /d/
> >
> > Here's the system (trading LONG only):
> > ----------------------------
> > PosQty = 4; // You can define here how many open positions you want
> > SetOption("MaxOpenPositions", PosQty );
> > PositionSize = -100/PosQty;
> >
> >
> > MA1 = MA(C,200);
> > MA2 = MA(MA1,50);
> >
> > Buy = Cross(MA1,MA2) OR MA1 > MA2;
> > Sell = Cross(MA2,MA1) OR MA1 < MA2;
> >
> > Short = Sell;
> > Cover = Buy;
> >
> > PositionScore = ROC (C, 50);
> >
> >
> > ------------------------------------
> >
> > 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
> >
> >
> >
> >
>
------------------------------------
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