[amibroker] Re: How to reset POSITIONSIZE ??

["Werner" <WKRAG@xxxxxxxxxxx>]

Graham,
thanks for your reply. 
Unfortunately, a separate backtest will not give accurate results. 
If I ONLY trade the QQQQ (SHORT) in a separate backtest, it will not
take into account the previous equity that has accumulated from the
LONG trades of my 10-stock portfolio.
There must be a way to do this and "reset" POSITIONSIZE to 100% equity
for the SHORT trades ONLY.

Thanks.

Werner

--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> short and long positions are all counted as open positions.
> If you want QQQ to be separate and use 100% of equity then use it in a
> separate bactest to the other stocks. If you ahve only one long
> position open then because 100% equity is not available to QQQQ it
> will not trade
> 
> --
> Cheers
> Graham
> 
> 
> On 12/25/05, Werner <WKRAG@xxxx> wrote:
> > Hi there,
> >
> > the following is my backtest for trading a portfolio of 10 stocks
> > according to some BUY and SELL rules. Thanks to Yuki, Fred and Graham,
> > I have figured out how to do this now.
> >
> > SetOption ("MaxOpenPositions", 10);
> >
> > PositionSize = -100 / 10 ;  // trade a portfolio of 10 stocks
> > PositionScore = C;            // prefer the highest priced stocks
> >
> > Buy  = MyBuyConditions;
> > Sell = MySellConditions;
> >
> > Short = MyShortConditions AND Name() == "QQQQ";
> > Cover = Buy;
> >
> > For going SHORT, I want to trade the QQQQ only, but with FULL equity.
> > Unfortunately, I can not figure out, how to reset Positionsize. It
> > always trades only 10% of equity (which is correct for going LONG, 10%
> > of equity for 1 stock). But for going SHORT I want to trade the FULL
> > equity with the QQQQ (just 1 position). How do I reset POSITIONSIZE ?
> >
> > Thanks for any suggestions.
> >
> > Werner
> >
> 






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