Hello, Pyraminding is as simple as in Wealth Lab. If you don't like array approach you can use custom backtester. There is a sample rebalancing code that uses scaling in /out. http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/
In Custom backtester you operate bar by bar as in WL. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "clambert0371" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Thursday, October 18, 2007 7:06 PM Subject: [amibroker] Managing multiple positions : just an idea > Hi, > > First of all, i'd like to say that i've been running AB demo for a > couple of weeks and i really like it so far, especially the speed. > > However, there's one big drawback compared to Wealth Lab -- which is > so far my preferred backtesting tool -- and that is AB's inability to > easily manage pyramiding (multiple positions)within AFL. > > I understand (maybe incorrectly) that this is due to the fact that > AB's calculations are based on arrays. > > I'm not a programmer myself so forgive me in advance if my suggestion > is plain stupid, but in order to easily manage multiple positions in > AB, why don't we implement several BUY, SELL, SHORT and COVER arrays ? > > Example pseudo code : > > SetTotalNumberofPositions = 3; > > Buy[0] = Cross (Mov(C,5), Mov(C,20)); > Sell[0] = Cross (Mov(C,20), Mov(C,5)); > > Buy[1] = Cross (C, BuyPrice[0] + 10); > Buy[2] = Cross (C, BuyPrice[1] + 10); > > Sell[2] = Sell[1] = Sell [0]; > > Just an idea :-) > > Christophe > > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > >
