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Thank you!!!It works!!
I have had just to change the number in
if(trades=1,25,if(trades=2,100/3,if(trades=3,50,100)))
in 0.25___0.5
Just a stupid question: It's possible to have a SELL SIZE formula or
you have to close all the positions togheter?
--- In equismetastock@xxxxxxxxxxxxxxx, "p_panther_73" <mchantzi@xxx>
wrote:
>
> Well, a first thought might be that you count your long entries.
> Let's say you have a simple breakout system, like for e.g. going
long
> on a 20-day high, then exiting on a 10-day low.
>
> You could write something like this in the entry section:
>
> buy:=H=HHV(H,20);
> sell:=L=LLV(L,10);
> a:=Cum(buy);
> b:=ValueWhen(1,sell,a);
> trades:=a-b;
> long:=roc(trades,1,$)>0 and trades<=4;
> long
>
> Then in the exit section you could write:
>
> buy:=H=HHV(H,20);
> sell:=L=LLV(L,10);
> a:=Cum(buy);
> b:=ValueWhen(1,sell,a);
> trades:=a-b;
> long:=ROC(trades,1,$)>0 and trades<=4;
> state:=If(BarsSince(long)>BarsSince(sell),1,0);
> state>Ref(state,-1)
>
> Now, in the position sizing, you could simply choose % of available
> capital and then enter the function:
>
> buy:=H=HHV(H,20);sell:=L=LLV(L,10);a:=Cum(buy);b:=ValueWhen
(1,sell,a);trades:=a-b;if(trades=1,25,if(trades=2,100/3,if
(trades=3,50,100)))
>
> By creating an expert advisor, I got the correct 4 buy signals
> (whenever they occured). Also, I've checked the position sizing
> function and I think it's correct. BUT, I couldn't have my system
> tester work correctly! I don't prefer using ms's system tester, so
> guess other guys here may help you a lot more.
>
> Regards,
>
> mc
> --- In equismetastock@xxxxxxxxxxxxxxx, "dasein_10"
> <daniele_delmonte@> wrote:
> >
> > I have tried yet but it doesn't work: becouse every time meta
take
> > the avaible equity, so in the second position the amount is 0.75
> > (equity avaible)*0.25=18.75% the third time is 14% and the last
> > 10,05% for a total of 74%.
> > Have someone other idea?
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, Pete Lieber <plieber@>
> > wrote:
> > >
> > >
> > > Open your system in System Editor
> > > Click the "General" tab at top
> > > Make sure the "Position Limit" box is checked and enter "4" in
the
> > box to the right of text "Limit number of simultaneous positions
to"
> > > Next click on "Buy Order" tab at top
> > > In the drop-down box next to "Entry Size" select "% of
available
> > equity"
> > > In the next box to the right type in ".25"
> > > Go to "Sell Short Order" tab and repeat the previous two steps
> > >
> > >
> > > To: equismetastock@xxxxxxxxxxxxxxx
> > > From: daniele_delmonte@
> > > Date: Mon, 9 Feb 2009 10:04:25 +0000
> > > Subject: [EquisMetaStock Group] Postion Sizing: fixed amount
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > Hi, I don't know how create this position sizing:
when
> > I have the buy
> > >
> > > signal, I entry the position with 1/4 of equity, and add a 1/4
> > every
> > >
> > > time I have a buy.
> > >
> > > Four progressive entries of 0.25% of equity each one.
> > >
> > > It's possible?
> > >
> > > Where I can find some material of Meta code on position sizing?
> > >
> > >
> > >
> > > Thanks
> > >
> > >
> > >
> > > Daniele
> > >
> >
>
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