Deploy only part of Sale Proceeds

AFL Programming
#1

Hello forum members,

I was just wondering if it is possible to code a strategy to only deploy 80% of Sell proceeds (when signaled) on the 'Sell' bar and the balance 20% on the next bar.

I am not sure if it is possible and where would be a good place to start coding something like this. Any thoughts/guidance will be appreciated.

thanks in advance,
@gautamlaungani

#2

maybe sigscaleout helps you. Portfolio-level back testing (amibroker.com)

#3

Hi Peter, thanks for your reply. Not really, i am not looking to exit a trade in batches. i am looking to buy in 2 batches mainly due to margin restriction. since only 80% of sale proceeds are available on T date as new margin for the buys, i need to slipt the buying into 2 phases. first 80% then the balance 20% on the next bar (obviously ok with diff buy signals)

#4

This sounded like your are interested in Sells:

So you need sigScaleIn which is described in the link I added in my first post?

#5

not exactly. maybe I did a bad job explaining my situation. will have another go at it.

Say I have a system that reinvests the profits.
On say day 30, I get a signal to sell stock worth USD 1000, now on the same day the system asks me to buy something worth USD 1000 or slightly less depending on no of signals.

What I want is that when the signal to sell stock worth USD 1000 is generated the corresponding buy signal should invest only USD 800 or less on this bar/day and the remaining USD 200 the next day/bar. (based on the buy signals of the next day/bar)

Hope this is a simpler explanation from my end.

#6

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