Re: [amibroker] Can't get exposure%

[Grant Noble <gruntus@xxxxxxxxxxx>]

Anyone?? G

gruntusnomore wrote:
> Can't get my head around exposure percentage.
> 
> In an old list post Tomasz wrote:
> Single bar exposure is:  Value of all currently open positions / Total 
> Equity (where total equity is value of all open positions plus all 
> available funds).
> 
> Now this single bar exposure is summed up for all bars and divided by 
> number of bars to get system exposure. Exposure is always in the range 
> of 0..100%.
> 
> In ab appendix example in Howard's book he notes:
> The exposure - the time a system is in a position..
> 
> So does the metric refer to time or equity or both? Can someone help 
> with an example or two?
> 


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