Regarding Scaleout

#1
Hi,
I noticed that for a given bar Buy could either be 1 or sigScaleOut. If this is true then we cannot enter and scaleout in the same bar. Is this correct? are there any workarounds?
 
#2
Hi,
I noticed that for a given bar Buy could either be 1 or sigScaleOut. If this is true then we cannot enter and scaleout in the same bar. Is this correct? are there any workarounds?
for a given bar you can have buy=:
100000 for signscalein (0) + signscaleout (1) + buy (1)
99999 for signscalein (1) + signscaleout (0) + buy (1)
199998 for signscalein (1) + signscaleout (1) + buy (1)

So you can identify all the combination but it seems that buy signal cannot be added to scalein/scaleout signal.
Scalein prevail on buy.
Buy prevail on scaleout.


BUT I HAVE A QUESTION TOO: how can I refer to a signin/signout bar? I can refer to a BUY bar for example with VALUEWHEN(BUY,C) but it doesn't work the equivalent VALUEWHEN (BUY=sigScaleIn,C)

Please, help me!
 
#3
Actually that is not the point. The backtester would give wrong results if buy is not set to scaleout. You could even have a variable like buyscaleout set to 1 when the condition is met but that does not solve the issue. My point is that backtesting can't be done this way. Buy and scaleout have to be on separate bars.



how about VALUEWHEN (BUY==99999,C)
 
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#5
Actually that is not the point. The backtester would give wrong results if buy is not set to scaleout. You could even have a variable like buyscaleout set to 1 when the condition is met but that does not solve the issue. My point is that backtesting can't be done this way. Buy and scaleout have to be on separate bars.
if you want to execute a buy +scaleout on the same bar, what about changing positionsize for that bar, so that you can combine the buy and scaleout effect in terms of positionsize?

but maybe you want to execute the buy and scaleout to different price of the same bar ... no I dont think it is possible ... you need a smaller timeframe to do it.
 

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