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I'm looking for simple scaling example for an idea I'm testing.
In this example, I want to scale-in by different amounts. An example would be:
- Case 1: Close < Ref(C,-1) - set position to 10% of portfolio.
- Case 2: Ref(C,-1) < Ref(C,-2) - scale in another 30% of portfolio.
etc.
- Case 3: some condition - scale in another 60% to create a full position.
Can someone provide a simple example?
Thanks in advance!
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