Mike I might give you a big hug if you were in grasping range. I have been trying to figure that out for probably a year. Actually, I gave up about 9 months ago and have been moving the signals into a series of spreadsheets to calc positionscore and size manually.
This is a total game-changer... thanks! --- In [email protected], "Mike" <sfclimb...@...> wrote: > > Hi, > > If you run an exploration instead of a scan, you can output columns for any > additional information that you want. > > For example; > > Filter = Buy OR Sell; > AddColumn(PositionSize, "Position"); > > Mike > > --- In [email protected], "Brandon_Ridenour" <brandon_ridenour@> > wrote: > > > > All, > > > > I've created and backtested a trading system that I would like to begin > > trading. It runs on daily data - right now I run a "scan" at the end of > > the day, and that shows me any signals generated at the Close of the day. > > I then need to enter any positions on market open the next day. > > > > This works ok, but it does not give me information related to position size > > that I need to open the position. I get the very basic trade signal, but I > > really would like to also get the positionsize for the signal that is > > generated by the system. > > > > As it stands I have to calculate all the position size and position score > > for the signals by hand to determine what signals should actually be > > executed on and in what quantities. The logic for these is fairly complex, > > and since I've encoded it into the system I would like to be able to use > > the system output for full trade entry info. > > > > Hopefully I've explained this clearly enough -- thanks in advance for any > > help. > > > > Brandon > > >
