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--- In amibroker@xxxxxxxxxxxxxxx, "ima_cons" <ima_cons@xxxx> wrote:
>
>
>
> As an absolute beginner, I was wondering if it's possible to program
> a back test on a portfolio of futures, setting the number of lots
> traded with these two position size rules:
>
> 1) never risk more then 3.5% of total equity, i.e. 3.5% would be the
> max loss acceptable if initial stop loss is hit (without taking into
> account limit days or opening gaps, of course);
>
> 2) limit the capital committed to margins using no more than 50% of
> the total of the account.
>
> Many thanks if someone may help,
>
> Angelo
Hi Angelo,
First please read the documenation, there is a article about
future backtesting. There is also a discussion board,
at www.amibroker.com.
1) You want to set a stop loss, then there are at least 2 possibilities.
Analysis->Automatic Analysis->Setting->Stops
or you can use the ApplyStop command:
ApplyStop( stopTypeLoss, stopModePercent,35,0 );
2.) There is a margin textbox in the setting menu.
also think about the following setting.
MarginDeposit = 2000;
PointValue=1;
RoundLotSize = 1;
PositionSize=100000;
TickSize=0.01;
Hope you have fun with this fantastic software.
farhy
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