samedi 8 octobre 2016

problem with sigScaleOut

I am getting rid of half positions at a purticular level. I use
Quote:

buy[i]=sigScaleOut;
and later

Code:

SetPositionSize( 100, spsShares);
SetPositionSize( 50, spsPercentOfPosition * ( Buy == sigScaleOut OR Short== sigScaleOut) );

But in the backtester results even the trades which never reached the scaleout target show up with half positions. Can anyone please help.


problem with sigScaleOut

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