You can add order sizes the same way, and now you have for each bar in trade the size and the price so you can compute the weighted average.
....
if( Buy [i] )
{
order = Null ;
for( n = 1 ; n <= orders ; n ++ )
{
order [n] = Close [i] - n * increment;
}
ordersize = Null ;
for( n = 1 ; n <= orders ; n ++ )
{
ordersize [n] = n * 5000;
}
pos = True;
}
On 3/17/2016 12:47 AM, pmxgs0@gmail.com [amibroker] wrote:
Do you see a simple approach for this or maybe I'm missing something?
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Posted by: Aron Pipa <aron@myafl.com>
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This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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