Hi Hans
You could try something like the following, which keeps a count of the number of entry signals since the last exit and uses that to derive the values.
Buy = //your buy rule
Sell = // your sell rule
Short = //your short rule
Cover = // your cover rule
BuyPos1 = 1;
BuyPos2 = 1;
BuyPos3 = 1;
ShortPos1 = 2;
ShortPos2 = 1;
ShortPos3 = 1;
// insert an extra exit signal at the start of the range to make the next part work correctly
Sell |= Status("FirstBarInRange");
Cover |= Status("FirstBarInRange");
// count how many entry signals since the last exit
BuyNum = SumSince(Sell, Buy);
ShortNum = SumSince(Cover, Short);
// get the parameter value for the entry number
LongPosQty = IIf(BuyNum == 1, BuyPos1,
IIf(BuyNum == 2, BuyPos2,
IIf(BuyNum == 3, BuyPos3, 0)));
ShortPosQty = IIf(ShortNum == 1, ShortPos1,
IIf(ShortNum == 2, ShortPos2,
IIf(ShortNum == 3, ShortPos3, 0)));
// set the position size
SetPositionSize(IIf(Buy, LongPosQty, IIf(Short, ShortPosQty, spsNoChange)), spsShares);
Filter = Buy OR Short;
AddColumn(Buy, "Buy", 1);
AddColumn(Short, "Short", 1);
AddColumn(BuyNum, "BuyNum", 1);
AddColumn(ShortNum, "ShortNum", 1);
AddColumn(LongPosQty, "LongPosQty", 1);
AddColumn(ShortPosQty, "ShortPosQty", 1);
Cheers
Alan
Helixtrader.com
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Posted by: alan.clement@gmail.com
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