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Ara,
In B&H calculation all equity is invested regardless of position size variable.
Since PositionSize can vary from trade to trade AmiBroker
is not able to guess what value of PositionSize should be used for
B&H. Maximum, minimum, average ?
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "akaloustian" <ara1@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, October 28, 2002 4:06 AM
Subject: [amibroker] Tomasz - PositionSize
> When I testing with PositionSize specified, and compare results
> without positionsize, the results for the strategy change properly,
> but the B&H results do not change.
>
> I beleive the B&H results should be the same for % returns but the
> absolute $ return should change (assuming total equity and position
> size are different)
>
> Ara
>
>
>
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