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Hi Louis
I will admit I have not thought too much on how you can do this as I
do not have the time to put aside. I would consider your best method
would be via advanced backtest code to alter the requirements of entry
and exit
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/5/15 Louis P. <rockprog80@xxxxxxxxx>:
> 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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