[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Pyramiding and Incremental Buys After MA Crossover


  • Date: Tue, 26 Jan 2010 01:21:35 -0000
  • From: "readshark" <readshark@xxxxxxxxx>
  • Subject: [amibroker] Pyramiding and Incremental Buys After MA Crossover

PureBytes Links

Trading Reference Links

I am trying to code a pyramiding trading system to Buy on a MA Crossover, and Buy more each time the price rises by 5%.  For example if the MA crossover occurred at 100, the system would continue to buy at 105, 110, 115, 120, 125, etc.

Here is my code thus far.  It looks like it is buying and selling on the same day, but not pyramiding as I explained (or tried to) above.

Thanks in advance.

_______



PositionSize = -5;
FastMALength = 50;
SlowMALength = 200;

FastMA = MA(Close, FastMALength);
SlowMA = MA(Close, SlowMALength);
Vol = MA(Volume, 100);


Buy = Cross(FastMA, SlowMA);
Sell = Cross(SlowMA, FastMA);

Buy = Buy + sigScaleIn;

BuyInc = 5;
NextBuy = 0;

for (  i =  0;  i < BarCount; i++ )
{
	if( NextBuy > 0 && Close[ i ] > NextBuy[ i ])
	{
	Buy[ i ] = sigScaleIn;
	}
	if(Close[ i ] > BuyPrice[ i ])
	{
	counter = int((Close[ i ] - BuyPrice[ i ]) / BuyInc) + 1;
	NextBuy = ( (BuyInc / 100) * counter[ i ]) * BuyPrice[ i ];

}
}




------------------------------------

**** 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/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    amibroker-digest@xxxxxxxxxxxxxxx 
    amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/