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Thanks for concern, I've got just one more question - how to
determine "TodaysPositionCnt" variable? i.e. how to calculate the
number of stocks in portfolio for particular day?
TIA, Dmitri
--- In amibroker@xxxxxxxxxxxxxxx, "ckinsey2003" <ckinsey2003@xxxx>
wrote:
>
> >Probably this problem was already discussed here, but I 've not
found
> >the case.
> >How to distribute the equity between ALL positions equally every
> >day? Neither constant value nor percentage positionsize solves this
> >problem - on different days you may have different number of stocks
> >to trade.
> >
> >Thanks in advance, Dmitri
>
> I may not have answered your question directly. I'll try again.
>
> SetOption( "initialequity", TodaysEquity ); // A field with todays
Equity
> MaxPositions = TodaysPositionCnt; A field with today number of
positions
> PosSize = (90 / MaxPositions) * -1; // keep 90% Equity at work
> PositionSize = PosSize;
> SetOption("maxopenpositions", MaxPositions);
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