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You use SetPositionSize to define the amount to be traded for each
signal type. See example in the help files of AB for this function
You will need to use the custom backtest to limit the trades to the
50% of equity invested.
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/10/18 Maurice Petterlin <petterlin_m02@xxxxxxxxxxxxxxx>:
> --- 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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