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Not sure if this helps, it is for scaling in by month:
Example 2: dollar−cost averaging
(simplified formula because AB treats first sigScaleIn as buy anyway)
FixedDollarAmount = 500;
MonthBegin = Month() != Ref( Month(), −1 );
FirstPurchase = Cum( MonthBegin ) == 1;
Buy = IIf( MonthBegin, sigScaleIn, 0 ); // each month increase position
Sell = 0; // we do not sell
PositionSize = FixedDollarAmount;
page: 172 of the users guide; just read it in the last week...
--- In amibroker@xxxxxxxxxxxxxxx, "readshark" <readshark@xxx> wrote:
>
> I am looking to add some code to one of my trading systems to limit the number of trades to x amount per week.
>
> I found a code that here that would limit the trades to one per day. Any idea how I alter this to only get one trade on a longer time frame, preferably a week?
>
> Thank you in advance.
>
> Here is the link and the code I found. -> http://www.mail-archive.com/amibroker@xxxxxxxxxxxxxxx/msg23006.html
>
> for (i = 0; i < BarCount; i++)
> {
> if (newDay[i])
> hadTradeToday = False;
> for (sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i))
> {
> if (sig.IsEntry() && sig.IsLong())
> {
> if (hadTradeToday)
> sig.PosSize = 0;
> else
> hadTradeToday = True;
> }
> }
> bo.ProcessTradeSignals(i);
> }
>
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