I am using sigscalein with positionrank and one thing I noticed is that my afl is scaling into existing longs even though there are buy signals with higher positionranks. For example, I already hold NKE and today I get buy signals that include NKE but there are many buysignals with a higher positionrank. Amibroker scales into NKE instead of establishing new names with a higher positionrank.
I've read the documentation and maybe there something I don't understand about how signals are processed when sigscalein used? How do I avoid this if I'd rather amibroker open new longs with higher positionranks?
my afl setup:
buy = Iif(buy rules, sigscalein, 0);
sell = sell rules;
positionscore = 100+ ROC(C, 252);
Thanks in advance for your help!