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Hi again (sorry for all the messages),
I tried to use sigscalein but it isn't a big success yet. With the code below, the system buys 50% on the first signal (which is ok), but ignores the next one. I'd like to be able to buy 50% on March 3 (with a rule planning to sell three days later) and buy another 50% on March 4 (with another exit rule) but even after looking in the manual and trying everything I could I didn't find how to do it.
Same problem with trying to change the margin for each trade. I know how to set the margin for the overall system, but I'd like to change how much margin and equity I use with each trade.
Anyone would be kind enough to help me with that? Thank you very much. Please note that I first asked about this on May 6 (#123500) so I did a lot of work by myself; but now I just don't know how to go futher.
Thank you very much,
Louis
SetPositionSize( 50, spsPercentOfEquity );
SetOption("MaxOpenPositions", 2 );
Buy1 = ( rule1 );
//Buy1 = ExRem ( Buy1, 3 );
//Sell1 = Ref ( Buy1, -3 );
Sell1 = BarsSince(Buy1) == 3;
InTrade1 = Flip( Buy1, Sell1 );
DoScaleIn1 = ExRem( InTrade1, Sell1 );
Buy2 = rule2 ;
//Buy2 = ExRem( Buy2, 5 );
//Sell2 = Ref ( Buy2, -5 );
Sell2 = BarsSince(Buy2) == 5;
InTrade2 = Flip( Buy2, Sell2 );
DoScaleIn2 = ExRem( InTrade2, Sell2 );
Buy3 = rule3 ;
//Buy3 = ExRem ( Buy3, 2 );
//Sell3 = Ref ( Buy3, -2 );
Sell3 = BarsSince(Buy3) == 2;
InTrade3 = Flip( Buy3, Sell3 );
DoScaleIn3 = ExRem( InTrade3, Sell3 );
Buy4 = rule4 ;
//Buy4 = ExRem ( Buy4, 1 );
//Sell4 = Ref ( Buy4, -1 );
Sell4 = BarsSince(Buy4) == 1;
InTrade4 = Flip( Buy4, Sell4 );
DoScaleIn4 = ExRem( InTrade4, Sell4 );
Buy = (Buy1 + sigScaleIn*doscalein1) OR (Buy2 + sigScaleIn*doscalein2) OR (Buy3 + sigScaleIn*doscalein3) OR (Buy4 + sigScaleIn*doscalein4);
Sell = Sell1 OR Sell2 OR Sell3 OR Sell4;
2008/5/13 Louis Préfontaine < rockprog80@xxxxxxxxx>:
Hi there,
Here is what I managed to achieve:
SetPositionSize( 50, spsPercentOfEquity );
SetOption("MaxOpenPositions", 2 );
Buy1 = rule1;
Sell1 = BarsSince(Buy1) == 3;
Buy2 = rule2 ;
Sell2 = BarsSince(Buy2) == 5;
Buy3 = rule3 ;
Sell3 = BarsSince(Buy3) == 2;
Buy4 = rule4;
Sell4 = BarsSince(Buy4) == 1;
Buy = Buy1 OR Buy2 OR Buy3 OR Buy4 ;
Sell = Sell1 OR Sell2 OR Sell3 OR Sell4;
Two problems remain:
1) I'd like to establish a margin of 100 for rule 1 and 2, a margin of 50 for rule 3 and a margin of 33 for rule 4. Don't know how to do it;
2) Some of my signals cross each other; I want each signal to buy 50% of the equity leaving the other 50% "ready" for another signal while the first signal is still open... Right now with that code I only get the first signal and the second one is ignored. E.g. If Buy2 enters a position on May 5 and there is a signal on May 6, May 6 signal will get ignored. What I want is 50% on May 5 and if a signal comes on May 6 I want another 50%. Is this possible?
Thanks again,
Louis
2008/5/13 Louis Préfontaine < rockprog80@xxxxxxxxx>:
Hi again,
Ok here is what I am trying to do. I'll try to add as much details as I can.
There is three different conditions on which I want to react differently.
Condition 1) I buy the stock with full margin and full power and exits after 10 days;
Condition 2) I buy the stock with no margin and exits after 10 days;
Condition 3) I buy the stock with no margin and with less than 50% of my equity and exits after 5 days.
I am looking for a code to do this. It does not look that complicated, but I don't know how to do it.
If someone has any idea...
Thanks,
Louis
2008/5/13 louisprefontaine < rockprog80@xxxxxxxxx>:
Anyone?
Thanks,
Louis
--- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine" <rockprog80@xxx>
wrote:
>
> Hi,
>
> I am looking for a way to set different sell signals depending on
particular
> buy signals. E.G. For cond1 I want a particular sell, and for cond2
> another particular sell.
>
> Also, I'd like to set a different equity management for each condition.
> E.g. For cond1 I want to use 50 margin, for cond2 33 margin and for
cond 3
> 100 margin, etc.
>
> Anyone can help me with that?
>
> Thanks,
>
> Louis
>
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