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You should be able to program all the position size and score logic into Amibroker. Sorry for stating the obvious, but try searching the user manual for "setpositionsize" and "positionscore". And if you still have more specific questions, the good folks of this user list should be able to help you out.
--- In amibroker@xxxxxxxxxxxxxxx, "Brandon_Ridenour" <brandon_ridenour@xxx> wrote:
>
> All,
>
> I've created and backtested a trading system that I would like to begin trading. It runs on daily data - right now I run a "scan" at the end of the day, and that shows me any signals generated at the Close of the day. I then need to enter any positions on market open the next day.
>
> This works ok, but it does not give me information related to position size that I need to open the position. I get the very basic trade signal, but I really would like to also get the positionsize for the signal that is generated by the system.
>
> As it stands I have to calculate all the position size and position score for the signals by hand to determine what signals should actually be executed on and in what quantities. The logic for these is fairly complex, and since I've encoded it into the system I would like to be able to use the system output for full trade entry info.
>
> Hopefully I've explained this clearly enough -- thanks in advance for any help.
>
> Brandon
>
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