hi,
A post from TJ that could help you. Best regards
separate exits using pyramiding
You could do separate exits using pyramiding code but you would need to
write a loop
and track which entry matches which exit and set sizes accordingly.
For this particular application, I think that custom backtester is
better suited and leads to simpler and
shorter code and actual code would look as follows:
Sell=Short=Cover=0; // real rules are defined inside custom backtest proc
Buy = IIf( Close > Open, sigScaleIn, 0 ); // entry rule
SetCustomBacktestProc(""); // enable custom backtest
if( Status("action") == actionPortfolio )
{
// actual backtest routine
// (low-level)
bo = GetBacktesterObject();
// actual backtest loop
bo.PreProcess();
for( i = 0; i < BarCount; i++ )
{
// first update backtest stats and handle stops
bo.UpdateStats( i, 0 );
bo.HandleStops( i );
_TRACE("Bar " + i );
for( sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i) )
{
if( sig.IsEntry() OR sig.IsScale() )
{
_TRACE("ENTER " + sig.Symbol );
bo.EnterTrade( i, sig.Symbol, True, sig.Price, 5000 /* $5000
into one trade */);
}
}
for( OpenPos = bo.GetFirstOpenPos(); OpenPos; OpenPos =
bo.GetNextOpenPos() )
{
// exit positions if their age is > 5 bars and they are profitable
if( OpenPos.BarsInTrade >= 10 )
{
// EXIT WHEN POSITION IS 10 bars old
_TRACE("EXIT " + OpenPos.Symbol );
bo.ExitTrade( i, OpenPos.Handle, OpenPos.GetPrice( i, "O" ) );
}
}
bo.UpdateStats( i, 2 );
}
bo.PostProcess();
}
_TRACEs lines are just for extra debuggin info. You may remove them to
get more speed.
Tomasz Janeczko
John Bishop a écrit :
>
>
> Hi,
>
> I am trying to write a trading system that scales into buys and sells by
> using one rule for the initial buy, and then further scales into the
> position if the C of the current bar is < the last buy price.
>
> I get how to scale in using one rule but I'm having trouble figuring out
> how to tell Amibroker to use one rule for the initial buy and then
> another rule (C < Last BuyPrice) to determine whether to scale in.
>
> Thank you very much for your help,
>
> John
>
>
