I have a simple backtesting code in Amibroker. It looks something like this;
Buy = BuySignal();
Sell = SellSignal();
My equity is $10000. This code works but the limitation is that when it buys, the entire equity $10000 is sunk into the buy. What I want is something like this;
When BuySignal()
is generated, buy $1000 or 10% of equity. Keep buying this amount whenever this BuySignal()
is generated. If SellSignal()
is generated, sell entire position.
How can I modify the code to do scaling-in of buying positions?
I am using Amibroker ver6.28.
Try this.