Re: [amibroker] Simple scaling-in example

["Edward Pottasch" <empottasch@xxxxxxxxx>]

hi,

 

there are a few examples here:

 

http://amibroker.com/guide/h_pyramid.html

 

if you post a real plan for a system that looks interesting I can code it for you. I have been working on a scaling problem for the last 2 weeks and understand how it works pretty good now. Will need to have a good plan or some known scaling problem / system for me to put effort in it though,

 

below the problem I have been working on last few days. Can't post the code since it is someone else's idea I coded. If you have a good plan or system you can contact me on my personal Email address or post it here.

 

regards, Ed

 

 

 

----- Original Message -----

From: droskill

To: amibroker@xxxxxxxxxxxxxxx

Sent: Thursday, December 31, 2009 1:13 PM

Subject: [amibroker] Simple scaling-in example

 

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!

__._,_.___

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___