You could try just using sigscalein for all trades, and not have an initial buy condition sigscalein will buy if not already in a trade Also see the knowldege base for example on using the surplus buy signals for scaled entries
-- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://www.aflwriting.com On 07/05/07, tipequity <[EMAIL PROTECTED]> wrote: > After running a portfolio backtest, I noticed that some potential > trades were missed. What i learned was that when initially the buy > signal was fired there was not enough buying power to get execute the > trade. Subsequent to the initial buy signal another buy signal fires > and this time there is enough buying power to execute the trade. > However, backtester doesn't allow the trade because it has a the > initial buy signal and pyramiding is not allowed. Is there a way that > I allow pyramiding but only get one instance of open position for > each symbol? The following is my backtest criterion: > > SetBarsRequired(1000000,0); > SetOption("InitialEquity", 100000); /* starting capital */ > SetOption("CommissionAmount",8); /* commissions AND cost */ > SetOption("CommissionMode", 2); > SetTradeDelays( 1, 1, 1, 1); > SetOption("PriceBoundChecking", 1); > SetOption("UsePrevBarEquityForPosSizing", 1); > SetOption("AllowPositionShrinking", True); > SetOption("MinShares", 100); > SetOption("AccountMargin", 100); > PositionSize = - 10; >
