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It just reduces the size of the current entry to fit the amount of
cash available
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 24/03/2008, droskill <droskill@xxxxxxxxx> wrote:
> 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
> > >
> > >
> > >
> > >
> >
>
>
>
> ------------------------------------
>
> 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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