I am getting rid of half positions at a purticular level. I use
and later
But in the backtester results even the trades which never reached the scaleout target show up with half positions. Can anyone please help.
buy=sigScaleOut;
and later
Code:
SetPositionSize( 100, spsShares);
SetPositionSize( 50, spsPercentOfPosition * ( Buy == sigScaleOut OR Short== sigScaleOut) );