Hello,
BarsSinceSell = BarsSince( Sell ) OR Status("firstbarintest" );
NumberOfBuys = Sum( Buy, BarsSinceSell );
Buy = Buy AND NumberOfBuys <= 4; // prevent more than 4 buys
Best regards,
Tomasz Janeczko
amibroker.com
On 2009-12-13 02:19, Fadut wrote:
> Hi, fellows. I have researched the list and checked the manual but I couldn't
> find the answer for this issue. So, I ask help with position sizing.
>
> I am back-testing some strategies. In the formula I use
> backtestRegularRawMulti, which allow some buy signals before a sell signal. I
> use PositionSize function that defines an amount of portfolio equity per
> trade. However, I would like to limit the sum of position value PER security
> and didn't discover how to do it.
>
> For instance: I could have PositionSize = 2%, of portfolio equity for each
> trade, and in some way a limit of "Sum PositionSize PerTicker" = 8%, of
> portfolio equity . In this way, the system will allow at most 4 trades per
> ticker before next sell signal.
>
> How to implement this limit in AFL language?
>
> Thanks a lot
>
> Filipe
>
>
>
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