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I am trying to test a system that works like this:
each buy signal: enter long 5% of account.
each sell signal: sell half of the value of the long position.
continue this until a maximum of 50% of the account equity is invested.
It might look like this:
Buy #1 - enter long 5% of account:
Buy #2 - enter long 5% of account - total long is now 10% of account
Sell #1 - sell half of the 10% currently invested - total now invested
is 5%.
Buy #3 - enter long 5% of account - total long is 10%
Buy #4 - enter long 5% of account - total long is 15%.
Sell #2 - sell half of the 15% currently invested - total now invested
is 7.5%.
Sell #3 - sell half of the 7.5% currently invested - total now
invested is 3.25%.
Buy #5 - Enter long 5% of the account - total long is now 8.25% of the
account.
...this would continue until a maximum of 50% of the account was invested.
Can I use sigScaleIn/Out for this and if so, how do I control the
amount being sold each time? Or, do I need to loop through each bar
and set PositionSize for each buy and sell? If so, what would this
look like?
One-Eyed-Jack
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