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What about something like:
If buy1 then sell 1;
if buy2 then sell2,
etc.
Is it possible, and if yes, how would you code this?
Thanks,
Louis
--- In amibroker@xxxxxxxxxxxxxxx, "Louis P." <rockprog80@xxx> wrote:
>
> Hi,
>
> First of all, thank you for your help. I had the impression of
been
> alone in a desert, with nobody replying (except for Graham).
>
> I didn't find that information and I don't know how to do it. I
> read the manual, searched on positionsizing, about margin (not
much
> info there), but did not find anything that could help me.
>
> How would you do this? I'm really not sure how to set an exit
> number 2 for a buy2 and an exit number 3 for a buy 3 with each
> signal do not interfering with each others.
>
> Do you have any idea?
>
> Thanks!
>
> Louis
>
> --- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow"
> <loveyourenemynow@> wrote:
> >
> > the general idea is to loop through the signal objects and
change
> the
> > property size.
> > I think there are example of this in the backtester
documentation.
> >
> > Ly
> > --- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
<rockprog80@>
> > wrote:
> > >
> > > Hi,
> > >
> > > I checked for position sizing and found no way to change
position
> > for each
> > > entry, only a general position sizing for each formula. Where
> > exactly can I
> > > find the information you are talking about?
> > >
> > > Thanks,
> > >
> > > Louis
> > >
> > > 2008/5/17 loveyourenemynow <loveyourenemynow@>:
> > >
> > > > Hi,
> > > >
> > > > you can customize position size in the backtesting interface.
> > > > same for multiple entry etc, I think there is some sample
code
> i the
> > > > help or on the amibroker website under custum backtester.
> > > > Regarding margin you have to set the general margin as the
> lowest
> > > > possible and then stock by stock or trade by trade implement
> your
> > > > position sizing strategy.
> > > >
> > > > Ly
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
> 40yahoogroups.com>, "Louis
> > > > Préfontaine" <rockprog80@>
> > > > wrote:
> > > > >
> > > > > I can hardly believe I am the only one who wants to set
> different
> > > > > positionsizing with each trade, and different exits, and
be
> able to
> > > > buy a %
> > > > > on the first signal and the remaining on a second signal
(if
> there
> > > > is one).
> > > > > Or maybe I am so wrong with this strategy...
> > > > >
> > > > > Louis
> > > > >
> > > > > 2008/5/15 Louis Préfontaine <rockprog80@>:
> > > > >
> > > > > > Or maybe someone else can help me with this?
> > > > > >
> > > > > > Louis
> > > > > >
> > > > > > 2008/5/15 Louis Préfontaine <rockprog80@>:
> > > > > >
> > > > > > Hi Graham,
> > > > > >>
> > > > > >> Thank you very much for your reply.
> > > > > >>
> > > > > >> I understand that the margin part may be complicated.
But
> is it
> > > > possible
> > > > > >> then to adjust the % of equity for each trade if
> adjusting margin
> > > > is not
> > > > > >> possible? (Maybe in future AB version it could be
> interesting to
> > > > be able to
> > > > > >> adjust margin to each trade, because been able to have
a
> 33
> > > > margin, for
> > > > > >> example, doesn't mean one wants to use full margin each
> time...).
> > > > > >>
> > > > > >> But what about how to buy 50% of equity on first signal
> and to be
> > > > able to
> > > > > >> act on the second one? I think it should be possible...
I
> don't
> > > > understand
> > > > > >> why acting on the first signal makes it impossible to
act
> on the
> > > > second. I
> > > > > >> tried using the sigscalein command but it wasn't a
> success... Do
> > > > you have
> > > > > >> something to recommand me on this? I read the manual and
> > > > searched and
> > > > > >> experimented but it wasn't successful...
> > > > > >>
> > > > > >> Thank you
> > > > > >>
> > > > > >> Louis
> > > > > >>
> > > > > >> 2008/5/14 Graham <kavemanperth@>:
> > > > > >>
> > > > > >> 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@ <rockprog80%
> 40gmail.com>>:
> > > > > >>>
> > > > > >>> > 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 <amibroker%
> 40yahoogroups.com>
> > > > <amibroker%40yahoogroups.com>, "Louis
> > > > > >>> Préfontaine"
> > > > > >>> > <rockprog80@> 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@>:
> > > > > >>> >>
> > > > > >>> >> > 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@>:
> > > > > >>> >> >
> > > > > >>> >> > 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@>:
> > > > > >>> >> >>
> > > > > >>> >> >> Anyone?
> > > > > >>> >> >>>
> > > > > >>> >> >>> Thanks,
> > > > > >>> >> >>>
> > > > > >>> >> >>> Louis
> > > > > >>> >> >>>
> > > > > >>> >> >>> --- In
> > amibroker@xxxxxxxxxxxxxxx<amibroker%40yahoogroups.com>
> > > > <amibroker%40yahoogroups.com><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
> > > > > >>> >> >>> >
> > > > > >>> >> >>>
> > > > > >>> >> >>>
> > > > > >>> >> >>>
> > > > > >>> >> >>
> > > > > >>> >> >>
> > > > > >>> >> >
> > > > > >>> >>
> > > > > >>> >
> > > > > >>> >
> > > > > >>> >
> > > > > >>> > ------------------------------------
> > > > > >>> >
> > > > > >>> > 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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