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Hmmm... Maybe I'm too boring or... well, nobody seems to be able or
want to help me with this.
Maybe I ask too many question and don't help others enough?
At least that'll be something to think about.
Louis
--- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
<rockprog80@xxx> wrote:
>
> 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@xxx>:
>
> > 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@xxx>:
> >
> > 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@xxx>:
> >>
> >> Anyone?
> >>>
> >>> Thanks,
> >>>
> >>> Louis
> >>>
> >>> --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>, "Louis
> >>> Préfontaine" <rockprog80@>
> >>> 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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