You are using positionsize = 25% of equity, then you could get a situation where the available cash is less than 25% of equity You can switch on allowshrinking, if you want smaller trade sizes SetOption( "AllowPositionShrinking", 1 );
-- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com On 23/03/2008, droskill <[EMAIL PROTECTED]> wrote: > Hey all, was just playing around with a stupid idea - coded it up and > ran it against a watch list that contained: SPY, QQQQ, EEM, IEF. > > Here's what I don't get - if you run this against those instruments (I > use TC2007 for data), and then I select to show the actual trades for > the instrument IEF, I can see a trade where the cross happened - yet > this trade doesn't show up on the list, and there are definitely open > position slots (obviously if I have 4 positions and only 4 equities). > > Anyone got any idea what's going on here? > > Thanks! > > /d/ > > Here's the system (trading LONG only): > ---------------------------- > PosQty = 4; // You can define here how many open positions you want > SetOption("MaxOpenPositions", PosQty ); > PositionSize = -100/PosQty; > > > MA1 = MA(C,200); > MA2 = MA(MA1,50); > > Buy = Cross(MA1,MA2) OR MA1 > MA2; > Sell = Cross(MA2,MA1) OR MA1 < MA2; > > Short = Sell; > Cover = Buy; > > PositionScore = ROC (C, 50); > > > ------------------------------------ > > 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 > > > >
