It just reduces the size of the current entry to fit the amount of cash available
-- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com On 24/03/2008, droskill <[EMAIL PROTECTED]> wrote: > 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 > > > > > > > > > > > > > > > > > > ------------------------------------ > > 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 > > > >
