Actually, what does this option really do (it's not detailed in the docs)? I'm guessing it allows resizes the other positions to allow the cash for all the positions?
--- In [email protected], Graham <[EMAIL PROTECTED]> wrote: > > 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 > > > > > > > > >
