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[amibroker] Re: Scaling in


  • Date: Thu, 04 Mar 2010 16:07:45 -0000
  • From: "matrix10014" <allansn@xxxxxxxxxxxxx>
  • Subject: [amibroker] Re: Scaling in

PureBytes Links

Trading Reference Links

Thank you Mike..

I do have a couple of questions.Amibroker gives an example of scaling out of trades and uses code such as the following snippet.

-------------------------------------------
priceatbuy=0; 
highsincebuy = 0; 

exit = 0; 

for( i = 0; i < BarCount; i++ ) 
{ 
   if( priceatbuy == 0 AND Buy[ i ] ) 
    { 
       priceatbuy = BuyPrice[ i ]; 
    } 

   if( priceatbuy > 0 ) 
    { 
-------------------------------------------

I have a better chance of running a 3 minute mile than coding something like that.I noticed in the examples you sent me,the code was more digestable..Here is a snippet of what you sent

------------------------------------------------------------------
"Buy = firstTrigger + (secondTrigger * sigScaleIn) + (thirdTrigger * sigScaleIn)
+ (fourthTrigger * sigScaleIn);
//SetPositionSize(IIf(firstTrigger, 100, IIf(secondTrigger, 200,
IIf(thirdTrigger, 300, 400))), spsShares);
SetPositionSize(IIf(firstTrigger, 1000, IIf(secondTrigger, 2000,
IIf(thirdTrigger, 3000, 4000))), spsValue);"
-----------------------------------------------------------------

What are the differences between the two approaches?

If I understand FLIP,EXREM,VALUEWHEN,SIGSCALEIN and other functions in your code,does that serve as a workoaround for the code at the top of the page??Are those functions intended for mere mortals such as myself??

Thanks for the help,


Allan










--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
> 
> There have been a couple of complete examples in the last week or so:
> 
> http://finance.groups.yahoo.com/group/amibroker/message/146956
> http://finance.groups.yahoo.com/group/amibroker/message/146976
> 
> Mike
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "matrix10014" <allansn@> wrote:
> >
> > Would anyone be so kind to post code to scale in to a position.I have a bear of a time coding in AFL and would like to purchase 50% of my position on a signal,and the other 50% xATR's lower i.e 
> > entry price - optimized value x ATR..
> > 
> > 
> > Thanks in advance
> > 
> > Allan
> >
>




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