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--- In amibroker@xxxxxxxxxxxxxxx, "slipthruthecracks"
<slipthruthecracks@xxx> wrote:
>
> 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
>
I'd like to know the answer too
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