Thanks Graham for your suggestion. I went to the knowledge base and used TJ's example. However, there is bug(enhancement) #105 that needs to get done before ranking can be implemented in the CBT. Looking at the TJ's correspondents with various users I get the feel that this issue will be fixed/implemented sometime soon.
--- In [email protected], Graham <[EMAIL PROTECTED]> wrote: > > 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; > > >
