RE: [amibroker] Re: PositionSize Variable - Help - Inexplicable Results

["Ken Close" <closeks@xxxx>]

I set Initial Equity to 10000. I put in PositionSize = 10000, and signal an
even block of shares, and get the following kind of result.

You see Equity value increasing.

You see Position size staying near to 10,000, but variable because of the
even blocks of shares (to nearest 10).

These are the kinds of positions I would trade. Total equity in play at one
time is controlled outside of AB by how many positions I take
simultaneously.

But there is nothing wrong with PositionSize.

Ken 





-----Original Message-----
From: n94612 [mailto:nkm@x...]
Sent: Monday, October 21, 2002 6:02 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: PositionSize Variable - Help - Inexplicable
Results


Hello Ken,

Thanks for the quick reply.

I did do many repeated runs with many varied position sizes and 
repeated runs with the postionsize commented out.

While I understand and agree with your statements, what I'm not 
getting is :

If AB uses your total equity on each trade ( if you don't use 
PositionSize) then, if you DO use PositionSize and set the number of 
shares to TotalEquity/Close, then the results of the two runs should 
be identical, but in all my tests, they are not. I do not understand 
why this is so. I must conclude that I am either suffering a 
misunderstanding, making an error, or there is a problem with 
PositionSize implementation.

Have you tested this yourself? Does it work OK for you?

Again, thanks for your input and lightning response.

Regards,

Nick Molchanoff



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