Thanks Graham,
A follow-up question if I may.
Indeed, in my CBT-loops, I first execute the exits, and keep track of
the number of exits. Based on this, and after bo.UpdateStats, I've
added the following:
(FYI: Cash = bo.Cash Eq = bo.Equity)
if (bar>1) NewPosSize = Nz((Kas[bar]/numExits)/Eq[ba
Yes, still struggling with this one, so I would appreciate any
guidance from the CBT-experts, like Graham, GP, and Ed (and TJ, of
course). I've included a stripped-down version of my CBT-code (see
below) which you may use to verify my strange observations.
// CODE SECTION
// USE on WEEKLY DAT
Anybody? . . .
Thx,
PS
--- In amibroker@yahoogroups.com, "vlanschot" <[EMAIL PROTECTED]> wrote:
>
> Yes, still struggling with this one, so I would appreciate any
> guidance from the CBT-experts, like Graham, GP, and Ed (and TJ, of
> course). I've included a stripped-down version of my CBT-co
You need to actually check how many open positions you have after the
exits and thus how many new trades you need to enter. You can do this
with openpos loop
Then use bo.Cash to determine the position size for the new entries
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On
