I am trying to test a system that works like this: each buy signal: enter long 5% of account. each sell signal: sell half of the value of the long position.
continue this until a maximum of 50% of the account equity is invested. It might look like this: Buy #1 - enter long 5% of account: Buy #2 - enter long 5% of account - total long is now 10% of account Sell #1 - sell half of the 10% currently invested - total now invested is 5%. Buy #3 - enter long 5% of account - total long is 10% Buy #4 - enter long 5% of account - total long is 15%. Sell #2 - sell half of the 15% currently invested - total now invested is 7.5%. Sell #3 - sell half of the 7.5% currently invested - total now invested is 3.25%. Buy #5 - Enter long 5% of the account - total long is now 8.25% of the account. ...this would continue until a maximum of 50% of the account was invested. Can I use sigScaleIn/Out for this and if so, how do I control the amount being sold each time? Or, do I need to loop through each bar and set PositionSize for each buy and sell? If so, what would this look like? One-Eyed-Jack
