RE: Scaling in and out code

["Jeremy Lyell" <jlyell@xxxxxxxxxxxxx>]

Philippe - I use Progster's scale-out exits package
http://www.sacred-chao.net/purpleunity/Strategies/Scale-Out%20Exits.htm
which works very well for futures and forex and is inexpensive.

J.

-----Original Message-----
From: Philippe Desbordes [mailto:phdesbordes@xxxxxxxxxxx]
Sent: 14 April 2006 19:17
To: omega-list@xxxxxxxxxx
Subject: Scaling in and out code


Hello to all,

Does anybody on the list could share or know where I can find a robust piece
of code for scaling in and out futures contracts in a strategy?

What I am looking for is to scale in multiple entries on different levels,
and scale out each single entry totally or partially with a specific stop
loss, trailing stop or profit target.

I would be grateful to anybody who can share this in order not to reinvent
the wheel.

I use TS2000i but ela, els , eld or ascii file would be fine.

Thanks in advance for your help.

Regards.

Philippe