Or maybe someone else can help me with this? Louis
2008/5/15 Louis Préfontaine <[EMAIL PROTECTED]>: > Hi Graham, > > Thank you very much for your reply. > > I understand that the margin part may be complicated. But is it possible > then to adjust the % of equity for each trade if adjusting margin is not > possible? (Maybe in future AB version it could be interesting to be able to > adjust margin to each trade, because been able to have a 33 margin, for > example, doesn't mean one wants to use full margin each time...). > > But what about how to buy 50% of equity on first signal and to be able to > act on the second one? I think it should be possible... I don't understand > why acting on the first signal makes it impossible to act on the second. I > tried using the sigscalein command but it wasn't a success... Do you have > something to recommand me on this? I read the manual and searched and > experimented but it wasn't successful... > > Thank you > > Louis > > 2008/5/14 Graham <[EMAIL PROTECTED]>: > > Hi Louis >> I will admit I have not thought too much on how you can do this as I >> do not have the time to put aside. I would consider your best method >> would be via advanced backtest code to alter the requirements of entry >> and exit >> >> -- >> Cheers >> Graham Kav >> AFL Writing Service >> http://www.aflwriting.com >> >> 2008/5/15 Louis P. <[EMAIL PROTECTED] <rockprog80%40gmail.com>>: >> >> > Hmmm... Maybe I'm too boring or... well, nobody seems to be able or >> > want to help me with this. >> > >> > Maybe I ask too many question and don't help others enough? >> > >> > At least that'll be something to think about. >> > >> > Louis >> > >> > >> > --- In [email protected] <amibroker%40yahoogroups.com>, "Louis >> Préfontaine" >> > <[EMAIL PROTECTED]> wrote: >> >> >> >> Hi again (sorry for all the messages), >> >> >> >> I tried to use sigscalein but it isn't a big success yet. With >> > the code >> >> below, the system buys 50% on the first signal (which is ok), but >> > ignores >> >> the next one. I'd like to be able to buy 50% on March 3 (with a >> > rule >> >> planning to sell three days later) and buy another 50% on March 4 >> > (with >> >> another exit rule) but even after looking in the manual and trying >> >> everything I could I didn't find how to do it. >> >> >> >> Same problem with trying to change the margin for each trade. I >> > know how to >> >> set the margin for the overall system, but I'd like to change how >> > much >> >> margin and equity I use with each trade. >> >> >> >> Anyone would be kind enough to help me with that? Thank you very >> > much. >> >> Please note that I first asked about this on May 6 (#123500) so I >> > did a lot >> >> of work by myself; but now I just don't know how to go futher. >> >> >> >> Thank you very much, >> >> >> >> Louis >> >> >> >> SetPositionSize( 50, spsPercentOfEquity ); >> >> SetOption("MaxOpenPositions", 2 ); >> >> >> >> Buy1 = ( rule1 ); >> >> //Buy1 = ExRem ( Buy1, 3 ); >> >> //Sell1 = Ref ( Buy1, -3 ); >> >> Sell1 = BarsSince(Buy1) == 3; >> >> InTrade1 = Flip( Buy1, Sell1 ); >> >> DoScaleIn1 = ExRem( InTrade1, Sell1 ); >> >> >> >> Buy2 = rule2 ; >> >> //Buy2 = ExRem( Buy2, 5 ); >> >> //Sell2 = Ref ( Buy2, -5 ); >> >> Sell2 = BarsSince(Buy2) == 5; >> >> InTrade2 = Flip( Buy2, Sell2 ); >> >> DoScaleIn2 = ExRem( InTrade2, Sell2 ); >> >> >> >> Buy3 = rule3 ; >> >> //Buy3 = ExRem ( Buy3, 2 ); >> >> //Sell3 = Ref ( Buy3, -2 ); >> >> Sell3 = BarsSince(Buy3) == 2; >> >> InTrade3 = Flip( Buy3, Sell3 ); >> >> DoScaleIn3 = ExRem( InTrade3, Sell3 ); >> >> >> >> Buy4 = rule4 ; >> >> //Buy4 = ExRem ( Buy4, 1 ); >> >> //Sell4 = Ref ( Buy4, -1 ); >> >> Sell4 = BarsSince(Buy4) == 1; >> >> InTrade4 = Flip( Buy4, Sell4 ); >> >> DoScaleIn4 = ExRem( InTrade4, Sell4 ); >> >> >> >> Buy = (Buy1 + sigScaleIn*doscalein1) OR (Buy2 + >> > sigScaleIn*doscalein2) OR >> >> (Buy3 + sigScaleIn*doscalein3) OR (Buy4 + sigScaleIn*doscalein4); >> >> Sell = Sell1 OR Sell2 OR Sell3 OR Sell4; >> >> >> >> 2008/5/13 Louis Préfontaine <[EMAIL PROTECTED]>: >> >> >> >> > Hi there, >> >> > >> >> > Here is what I managed to achieve: >> >> > >> >> > SetPositionSize( 50, spsPercentOfEquity ); >> >> > SetOption("MaxOpenPositions", 2 ); >> >> > >> >> > Buy1 = rule1; >> >> > Sell1 = BarsSince(Buy1) == 3; >> >> > >> >> > >> >> > Buy2 = rule2 ; >> >> > Sell2 = BarsSince(Buy2) == 5; >> >> > >> >> > Buy3 = rule3 ; >> >> > Sell3 = BarsSince(Buy3) == 2; >> >> > >> >> > Buy4 = rule4; >> >> > Sell4 = BarsSince(Buy4) == 1; >> >> > >> >> > Buy = Buy1 OR Buy2 OR Buy3 OR Buy4 ; >> >> > Sell = Sell1 OR Sell2 OR Sell3 OR Sell4; >> >> > >> >> > >> >> > Two problems remain: >> >> > >> >> > 1) I'd like to establish a margin of 100 for rule 1 and 2, a >> > margin of 50 >> >> > for rule 3 and a margin of 33 for rule 4. Don't know how to do >> > it; >> >> > 2) Some of my signals cross each other; I want each signal to >> > buy 50% of >> >> > the equity leaving the other 50% "ready" for another signal >> > while the first >> >> > signal is still open... Right now with that code I only get the >> > first >> >> > signal and the second one is ignored. E.g. If Buy2 enters a >> > position on >> >> > May 5 and there is a signal on May 6, May 6 signal will get >> > ignored. What I >> >> > want is 50% on May 5 and if a signal comes on May 6 I want >> > another 50%. Is >> >> > this possible? >> >> > >> >> > Thanks again, >> >> > >> >> > Louis >> >> > >> >> > >> >> > >> >> > >> >> > >> >> > >> >> > 2008/5/13 Louis Préfontaine <[EMAIL PROTECTED]>: >> >> > >> >> > Hi again, >> >> >> >> >> >> Ok here is what I am trying to do. I'll try to add as much >> > details as I >> >> >> can. >> >> >> >> >> >> There is three different conditions on which I want to react >> > differently. >> >> >> >> >> >> Condition 1) I buy the stock with full margin and full power >> > and exits >> >> >> after 10 days; >> >> >> Condition 2) I buy the stock with no margin and exits after 10 >> > days; >> >> >> Condition 3) I buy the stock with no margin and with less than >> > 50% of my >> >> >> equity and exits after 5 days. >> >> >> >> >> >> I am looking for a code to do this. It does not look that >> > complicated, >> >> >> but I don't know how to do it. >> >> >> >> >> >> If someone has any idea... >> >> >> >> >> >> Thanks, >> >> >> >> >> >> Louis >> >> >> >> >> >> >> >> >> >> >> >> 2008/5/13 louisprefontaine <[EMAIL PROTECTED]>: >> >> >> >> >> >> Anyone? >> >> >>> >> >> >>> Thanks, >> >> >>> >> >> >>> Louis >> >> >>> >> >> >>> --- In [email protected] >> >> >>> <amibroker%40yahoogroups.com><amibroker% >> > 40yahoogroups.com>, "Louis >> >> >>> Préfontaine" <rockprog80@> >> >> >>> wrote: >> >> >>> >> >> >>> > >> >> >>> > Hi, >> >> >>> > >> >> >>> > I am looking for a way to set different sell signals >> > depending on >> >> >>> particular >> >> >>> > buy signals. E.G. For cond1 I want a particular sell, and >> > for cond2 >> >> >>> > another particular sell. >> >> >>> > >> >> >>> > Also, I'd like to set a different equity management for each >> > condition. >> >> >>> > E.g. For cond1 I want to use 50 margin, for cond2 33 margin >> > and for >> >> >>> cond 3 >> >> >>> > 100 margin, etc. >> >> >>> > >> >> >>> > Anyone can help me with that? >> >> >>> > >> >> >>> > Thanks, >> >> >>> > >> >> >>> > Louis >> >> >>> > >> >> >>> >> >> >>> >> >> >>> >> >> >> >> >> >> >> >> > >> >> >> > >> > >> > >> > ------------------------------------ >> > >> > 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 >> > >> > >> > >> > >> >> > >
