position is NOT counted against the total number of positions. But
this is a problem. While it is true you will never exceed your max
equity, it will cause you to enter too many positions meaning that
you will enter some positions at a partial size. For example:
100,000 account with each position 10% of account and a max of 10
positions.
I get 5 standard signals on day1 - all are entered with $10k. The
next day all 5 signals give a 2nd entry (scale-in). Additionally,
on the day2 I get 5 new signals. So each of the signals on day2
will be entered with $5k.
What I want (and need) is for priority to be given to 2nd entries
and each of the 2nd entries to be taken at full size (10% or $10k in
this example) and the new signals to be ignored.
Of course, you want want to priority between scale-in signals and
new signals to be selectable.
Is there a work-around that is programmable for this or should I
input it into the suggestion black hole (I'm new to Ami, so I really
don't know how fast or slow they are for request. But my experience
with other software vendors makes me fear for the worse).
Rob
--- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]>
wrote:
>
> I can only confirm what Terry has said :-)
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Terry
> To: [email protected]
> Sent: Thursday, May 11, 2006 7:46 PM
> Subject: RE: [amibroker] Question on SigScaleIn on Portfolio
Testing
>
>
> I don't know the answer for sure, but I'm guessing it does NOT
count
> against your total positions since it's only a single position
in the
> backtester. However, you are likely to never have enough money to
> scale-in since you are spending 10 * 10% on the primary
positions.
> --
> Terry
>
> -----Original Message-----
> From: [email protected]
[mailto:[EMAIL PROTECTED] On
> Behalf Of rdavenportca
> Sent: Thursday, May 11, 2006 09:00
> To: [email protected]
> Subject: [amibroker] Question on SigScaleIn on Portfolio Testing
>
> I am doing portfolio testing where I have a max open positions
of 10
> and use 10% of my equity for each position. I also scale in
(pyramid)
> positions using the sigScaleIn function. My question is - Does
> Amibroker count my scale-in position against my # of positions
and
> capital constraint?
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
>
>
>
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