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Hello,
It is pretty simple, if for example your system is losing,
with larger position sizes you will run out of money quicker and
then there will be no funds to open new positions.
On the other hand if system is profitable you will earn money quicker
and more positions (possibly for pricier stocks) could be open.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "potatosoupz" <potatosoupz@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, November 29, 2009 11:11 PM
Subject: [amibroker] Why is SetPositionSize() changing the number of trades that are made?
> This one is stumping me. For a given strategy, it seems that when I change the call from:
>
> SetPositionSize(5, spsShares);
>
> to
>
> SetPositionSize(10, spsShares);
>
> The number of trades that are opened changes, and thus the winning % changes.
>
> Why on earth would changing the number of contracts/shares to go long on change the signal and therefore the number of trades
> made?
>
> That makes no sense. The number of shares should simply change the profit/loss on a linear scale, at least in this backtest, which
> has no concept of slippage and market mirco-structure issues relating to liquidity. Or is the backtester doing some kind of
> heuristic on volume and slippage that I'm not aware of?
>
>
>
> ------------------------------------
>
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> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
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>
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>
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>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
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http://www.amibroker.com/devlog/
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