|
Hi Scott,
No, the amount in the settings box is just your
initial equity. AB will use your available equity for each trade unless
you hard code the position size that you want, e.g.
Positionsize = 10000; // invest $10,000 in every
trade
or
Positionsize = -10 // invest 10% of available
equity in every trade
Positive value means $ amount, negative value means
% of available equity. You can search the help files for "positionsize" to get
all the details.
Steve
----- Original Message -----
Sent: Sunday, May 29, 2005 8:57 PM
Subject: RE: [amibroker] Question on
Position Size Shrinking
Steve,
Ok I
get it now. So the amount I put in the Settings/General/Inital Equity: sets
the "Positionsize" variable for the backtest?
Sounds like selecting "Allow Shrinking" is a more realistic
option? In my trading account I started with $50k but I am now down to $42k
but I keep trading whatever balance I have at the time I place a
trade.
Thanks, Scott
Hi,
I believe that "allow shrinking" works in
conjunction with the Positionsize variable. For example, imagine you
have Positionsize = $10,000, but at some point your equity goes below
$10,000. With "allow shrinking"checked, AB will continue to enter trades
using your available equity. If it is unchecked, AB will not enter any more
trades.
Steve
----- Original Message -----
Sent: Sunday, May 29, 2005 3:57
PM
Subject: RE: [amibroker] Question on
Position Size Shrinking
Terry,
Do you mean MORE than your original equity? If my first trade was a
loser, say I lose 25% of a $40k initial equity. Wouldn't AB just size the
next trade for the remaining $30k? I am still confused about
this.
I have "Min. shares" set to 100 because I don't want to trade
anything less than that.
I have "Round lot size" to 100 because I like round lot sizes of
100.
I have "Limit trade size as % of entry bar volume" set to
1%.
I do not have "Use previous bar equity for position size"
checked.
Is there some kind of matrix somewhere which shows the relationship
of the different AA settings?
Thanks for your time, Scott
Position Size Shrinking
let's you take a trade with LESS than your
original equity. If it's
not checked and your first trade is a loser,
you don't get any more
trades. There are other things that affect your
trading too such as
minimum shares, round lot size, use previous bar for
equity and limit
trades size as % of equity. These are all in
AA->Settings.
--
Terry
| -----Original Message-----
| From:
amibroker@xxxxxxxxxxxxxxx
| [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of Scott Mariani
| Sent: Sunday, May 29, 2005 12:51 PM
|
To: AmibrokerYahooGroups
| Subject: [amibroker] Question on Position
Size Shrinking
|
|
| In the AA Backtester Settings there is a
option to "Allow
| position size shrinking". This option makes a
huge difference
| in my results. I need to understand what AB is
doing when it
| is checked so I can replicate it in my real trading.
Below is
| the help description:
|
| "If you mark this box
AmiBroker will shrink down positions if
| available equity is less
than requested position size (via
| PositionSize variable). If this
box is unmarked positions
| will not be entered in such case."
|
| This help statement is not really clear to me. Does AB
|
determine "requested position size" independent of available
|
equity? I am not using any "PositionSize" variables in my
| formula.
Is there another "setting" that controls "PositionSize"?
|
|
Could someone explain how I relate this to trading my signals?
|
| Thanks, Scott
|
|
|
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Please note that this group is for
discussion between users only.
To get support from AmiBroker
please send an e-mail directly to
SUPPORT {at}
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For other support material please check also:
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Please
note that this group is for discussion between users only.
To get
support from AmiBroker please send an e-mail directly to
SUPPORT
{at} amibroker.com
For other support material please check
also:
http://www.amibroker.com/support.html
Please
note that this group is for discussion between users only.
To get
support from AmiBroker please send an e-mail directly to
SUPPORT {at}
amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Please
note that this group is for discussion between users only.
To get
support from AmiBroker please send an e-mail directly to
SUPPORT {at}
amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
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