Why yes, I would be glad to help. From Marcin... In the AA>backtester settings>portfolio tab you need to set the Limit trade size as % of entry bar volume to zero. Thanks Marcin!
--- In [email protected], "orionsturtle" <[EMAIL PROTECTED]> wrote: > > Does anyone know why this help file code for scaling out will not > buy into 50% of availabe equity when it is used on a one minute > chart as opposed to a daily? It uses 50% of the equity on the Daily > chart buy signal, but only about 5% on the one Min chart. the only > parameter I changed was the Periodocity in the AA > backtester > settings> general tab. > > Thanks fo any advice...heres the help file code... > ------------------------------------------------------ > Example 4: partial exit (scaling out) on profit target stops > > Example of code that exits 50% on first profit target, 50% on next > profit target and everything at trailing stop: > > Buy = Cross( MA( C, 10 ), MA( C, 50 ) ); > Sell = 0; > > // the system will exit > // 50% of position if FIRST PROFIT TARGET stop is hit > // 50% of position is SECOND PROFIT TARGET stop is hit > // 100% of position if TRAILING STOP is hit > > FirstProfitTarget = 10; // profit > SecondProfitTarget = 20; // in percent > TrailingStop = 10; // also in percent > > priceatbuy=0; > highsincebuy = 0; > > exit = 0; > > for( i = 0; i < BarCount; i++ ) > { > if( priceatbuy == 0 AND Buy[ i ] ) > { > priceatbuy = BuyPrice[ i ]; > } > > if( priceatbuy > 0 ) > { > highsincebuy = Max( High[ i ], highsincebuy ); > > if( exit == 0 AND > High[ i ] >= ( 1 + FirstProfitTarget * 0.01 ) * > priceatbuy ) > { > // first profit target hit - scale-out > exit = 1; > Buy[ i ] = sigScaleOut; > } > > if( exit == 1 AND > High[ i ] >= ( 1 + SecondProfitTarget * 0.01 ) * > priceatbuy ) > { > // second profit target hit - exit > exit = 2; > SellPrice[ i ] = Max( Open[ i ], ( 1 + SecondProfitTarget * > 0.01 ) * priceatbuy ); > } > > if( Low[ i ] <= ( 1 - TrailingStop * 0.01 ) * highsincebuy ) > { > // trailing stop hit - exit > exit = 3; > SellPrice[ i ] = Min( Open[ i ], ( 1 - TrailingStop * > 0.01 ) * highsincebuy ); > } > > if( exit >= 2 ) > { > Buy[ i ] = 0; > Sell[ i ] = exit + 1; // mark appropriate exit code > exit = 0; > priceatbuy = 0; // reset price > highsincebuy = 0; > } > } > } > > SetPositionSize( 50, spsPercentOfEquity ); > SetPositionSize( 50, spsPercentOfPosition * ( Buy == > sigScaleOut ) ); // scale out 50% of position > 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 Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
