Re: [amibroker] PositionSize / Capital

[Al Venosa <advenosa@xxxxxxxxxxxx>]

Use -1 without the Capital rather than 0.01:

Positionsize = -1*BuyPrice/TrailStopAmount;

ed nl wrote:

hello,

I found this question has been asked before but I couldn't find the answer.
If one tries to use moneymanagement techniques I find the following example
in the manual:

TrailStopAmount = 2 * ATR( 20 );
Capital = 100000; /* IMPORTANT: Set it also in the Settings: Initial Equity
*/
Risk = 0.01*Capital;
PositionSize = (Risk/TrailStopAmount)*BuyPrice;
ApplyStop( 2, 2, TrailStopAmount, 1 );

However, in this example the Capital will be constant throughout the
backtest.  I need to use the Capital value of my portfolio as it progresses
through time. What can I use?

thanks

rgds, Ed



Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html

Yahoo! Groups Sponsor

ADVERTISEMENT

---

Yahoo! Groups Links

• To visit your group on the web, go to:
  http://groups.yahoo.com/group/amibroker/
   
• To unsubscribe from this group, send an email to:
  amibroker-unsubscribe@xxxxxxxxxxxxxxx
   
• Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.