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[amibroker] Re: How to enter a different position size if short


  • Date: Fri, 05 Feb 2010 11:11:23 -0000
  • From: "cpescho" <cpescho@xxxxxxxxx>
  • Subject: [amibroker] Re: How to enter a different position size if short

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Hi Mike,

you were absolutely right. I did use trade delays and therefore it didnt work as excpected. Thank you so much on this!

Chris
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
> 
> Sounds like you are using trade delays.
> 
> PositionSize is calculated for the bar of the actual purchase. If you have a Buy trade delay, then the value of Buy on the actual bar bought  will be zero (i.e. the Cross happened the bar before) and thus the IIF will be false and the value of short_ps will be used for the order.
> 
> If you do not need trade delays, then add the following line to your code:
> 
> SetTradeDelays(0, 0, 0, 0);
> 
> If you do need trade delays (e.g. end of day trader), then you must modify your PositionSize logic to refer to the bar of the actual Buy signal (e.g. previous bar when using trade delay of 1):
> 
> PositionSize = IIF(Ref(Buy, -1), long_ps, short_ps);
> 
> Mike
> 




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