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This did not help. But thanks for responding. I am already using zero
trade delays.
Back to the drawing board.
Pete :-)
\--- In amibroker@xxxxxxxxxxxxxxx, "onelkm" <LKMCD1@xxx> wrote:
>
> This is what was posted a while back regarding scaling out; hope
> it helps
> Larry
>
> Re: [amibroker] Re: Scaling out example code does NOT work
>
> Re: Scaling out example code does NOT work
>
>
> Hi Howard,
>
> Thanks for the reply. I have recently learned from Tomasz that trade
> delays must
> be all set to
> ZERO in order for the scaling code to work. while it does NOT make
> intuitive
> sense why trade
> delays should affect scaling, it works Now.
>
>
>
> The values calculated for scaling conditions are probably based on the
> initial & subsequent trade prices with a zero bar trade delay.
> if your delay is one bar then you must change the code to accommodate
> the altered trade prices to one bar after the Signal.
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Pete" <dryheat3@> wrote:
> >
> > I give up. I tried for a couple hours to get the example in the help
> > file of the scale out code to work for futures. I'm just not
> getting it.
> > I need a section of code to define the scale out strategy based not
> on
> > percent of position size but rather on points. For instance, I would
> > like to scale out of a futures position after profit reaches 1 point
> > and scale out further when profit reaches 3 points, allowing the 3rd
> > and final contract to run out until the sell signal is triggered. I
> > sure hope there is some code out there that does this.
> >
> > The example from the help file:
> >
> > Buy = Cross( MA( C, 10 ), MA( C, 50 ) );
> > Sell = 0;
> >
> > // the system will exit
> > // 50% of position if FIRST PROFIT TARGET stop is hit
> > // 50% of position is SECOND PROFIT TARGET stop is hit
> > // 100% of position if TRAILING STOP is hit
> >
> > FirstProfitTarget = 10; // profit
> > SecondProfitTarget = 20; // in percent
> > TrailingStop = 10; // also in percent
> >
> > priceatbuy=0;
> > highsincebuy = 0;
> >
> > exit = 0;
> >
> > for( i = 0; i < BarCount; i++ )
> > {
> > if( priceatbuy == 0 AND Buy[ i ] )
> > {
> > priceatbuy = BuyPrice[ i ];
> > }
> >
> > if( priceatbuy > 0 )
> > {
> > highsincebuy = Max( High[ i ], highsincebuy );
> >
> > if( exit == 0 AND
> > High[ i ] >= ( 1 + FirstProfitTarget * 0.01 ) *
> priceatbuy )
> > {
> > // first profit target hit - scale-out
> > exit = 1;
> > Buy[ i ] = sigScaleOut;
> > }
> >
> > if( exit == 1 AND
> > High[ i ] >= ( 1 + SecondProfitTarget * 0.01 ) *
> priceatbuy )
> > {
> > // second profit target hit - exit
> > exit = 2;
> > SellPrice[ i ] = Max( Open[ i ], ( 1 + SecondProfitTarget *
> > 0.01 ) * priceatbuy );
> > }
> >
> > if( Low[ i ] <= ( 1 - TrailingStop * 0.01 ) * highsincebuy )
> > {
> > // trailing stop hit - exit
> > exit = 3;
> > SellPrice[ i ] = Min( Open[ i ], ( 1 - TrailingStop *
> 0.01 )
> > * highsincebuy );
> > }
> >
> > if( exit >= 2 )
> > {
> > Buy[ i ] = 0;
> > Sell[ i ] = exit + 1; // mark appropriate exit code
> > exit = 0;
> > priceatbuy = 0; // reset price
> > highsincebuy = 0;
> > }
> > }
> > }
> >
> > SetPositionSize( 50, spsPercentOfEquity );
> > SetPositionSize( 50, spsPercentOfPosition * ( Buy ==
> sigScaleOut ) );
> > // scale out 50% of position
> >
>
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