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[amibroker] Re: Very Simple Question Regarding Generating Trading Signals



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Mike I might give you a big hug if you were in grasping range.  I have been trying to figure that out for probably a year.  Actually, I gave up about 9 months ago and have been moving the signals into a series of spreadsheets to calc positionscore and size manually.

This is a total game-changer...

thanks!

--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
> 
> If you run an exploration instead of a scan, you can output columns for any additional information that you want.
> 
> For example;
> 
> Filter = Buy OR Sell;
> AddColumn(PositionSize, "Position");
> 
> Mike
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Brandon_Ridenour" <brandon_ridenour@> 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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