Hi
I am studying scale-in /scale out, the below is simple code but not any logic detail to explain my question.
buyFirst= {your logic} ;
scaleOut_1= {your logic} ;
scaleIn_1= {your logic} ;
sellAll= {your logic} ;
buyFirst=Flip( {logic to flip} );
buyFirst=ExRem( {logic to exrem} );
scaleOut_1=Flip( {logic to flip} );
scaleOut_1=ExRem( {logic to exrem} );
scaleIn_1=Flip( {logic to flip} );
scaleIn_1=ExRem( {logic to exrem} );
sellAll=Flip( {logic to flip} );
sellAll=ExRem( {logic to exrem} );
contractBuy= 30;
contractSO=15;
contractSI=15;
Buy = buyFirst_ex+ (sigScaleIn * scaleIn_1_ex)+(sigScaleOut*scaleOut_1_ex);
//Buy= IIf(buyFirst_ex,1, IIf(scaleOut_1_ex,sigScaleOut,IIf(scaleIn_1_ex ,sigScaleIn,0)));
Sell=sellAll_ex;
PosSize=(buyFirst_ex*contractBuy)+(scaleOut_1_ex*contractSO)+(scaleIn_1_ex*contractSI);
SetPositionSize(PosSize,spsShares);
My 2 questions are below.
- Please guide to how to step to Flip and Exrem function , the code above I apply from this link http://www.amibroker.com/members/library/formula.php?id=1380
I follow as the code sample, It is ok but I don't understand a concept to apply both of them.
2.What is different detail between both statement below? , even if Both are the same result in backtesting.
2.1 Buy = buyFirst_ex+ (sigScaleIn * scaleIn_1_ex)+(sigScaleOut*scaleOut_1_ex);
2.2 Buy= IIf(buyFirst_ex,1, IIf(scaleOut_1_ex,sigScaleOut,IIf(scaleIn_1_ex ,sigScaleIn,0)));
Thank you in advance.
Pongthorn Sangkaphet