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Haders,
Many Thanks. I am reading through the Manual but after looking at my
results I didn't even consider the issue of Position Sizing!!! Its so
obvious now.... :-/
Sorry for the stupid question, and Thanks again.....
--- In amibroker@xxxxxxxxxxxxxxx, "haders2003" <haders2003@xxx> wrote:
>
> Hi Chorlton,
>
> The $ per trade setting refers to a buy or a sell, ie every time
you
> trade. If you change the report setting to "detailed log" you will
> see how it happens.
>
> There is only one trade open at any time because all your funds
have
> been used on the first position that came along. Read
> about "PositionSize" function in tutorial.
>
> I would suggest you take time to read the tutorial through. It is
> very well written and will save you a lot of time in the future.
>
> Regards
>
> Haders
>
>
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "chorlton_c_hardy" <chorlton-c-
> hardy@> wrote:
> >
> > Hello All,
> >
> > I have a few questions regarding the AUTOMATIC ANALYSIS function
in
> > AB, which hopefully someone can explain.
> >
> > 1. Under [BackTester Settings] - [General] - [Commission & Rates]
> >
> > Can someone clarify whether the option [$ per trade] refers to
each
> > side of the trade (ie, the Buy OR the Sell) or whether it relates
> to
> > the completed trade (ie. Buy AND the corresponding Sell). In
> > otherwords, if I am currently paying $15 for each Buy or Sell,
> should
> > I use the figure $15 or $30 ??
> >
> > 2. Each time I run [PORTFOLIO BACKTEST] on my system, I receive a
> > list of trades, which is as expected. However, when I analyse the
> > trades in more detail, it seems that only ONE trade is open at
any
> > one time.
> >
> > However, under [SETTINGS] - [PORTFOLIO] - [MAX OPEN POSITIONS] I
> have
> > the value 10 in this field, (as I want to have multiple open
> > positions).
> >
> > Consequently, can anyone explain why my trade results do not
> reflect
> > this???
> >
> > I have tried backtesting a few different systems, but each one
only
> > shows 1 Open position at any time.
> >
> > In addition, I have checked my code and there is no reference to
> the
> > Number of Positions.
> >
> > Any help much appreciated,
> >
> > Chorlton
> >
>
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