[amibroker] Re: Equity used to calculate position size

["pmxgs" <pmxgs@xxxxxxxxxx>]

 I was reading the manual, but in other part. 

 thanks for the help


--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
> 
> When everything fails READ THE MANUAL:
> http://www.amibroker.com/guide/h_backtest.html
> 
> (there is a part "Position sizing" that explains how to do what you
are trying to do).
> 
> If you are interested in using simple risk-adjusted position sizing,
> you can use NEGATIVE pos size to refer to actual Equity WITHOUT
calling Equity()
> function.
> 
> PositionSize= -10/(Close-trstoplevel);
> 
> In general case:
> Equity() function is not provided to create equity-feedback formulas
(chicken-and-egg problem).
> 
> To do complex equity-feedback system you may need to use custom
backtester
> http://www.amibroker.com/guide/a_custombacktest.html
> 
> 
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "pmxgs" <pmxgs@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, April 05, 2007 6:57 PM
> Subject: [amibroker] Equity used to calculate position size
> 
> 
> > Hi,
> > 
> > I'm using this code to calculate position size:
> > E=Equity();
> > risk=0.1*E;
> > PositionSize=(0.1*E)/(Close-trstoplevel);
> > 
> > But I'm not getting the values that I expect.
> > The (close-trstoplevel) is working fine, I've ploted this to
confirm it.
> > But when I plot E it doesn't match the Equity value , so the problem
> > comes from here. For example my equity on one day is 54.678 and the E
> > returns only 319.
> > Can someone tell me how to obtain the equity value, so that i can
> > calculate the positionsize correctly.
> > 
> > thanks in advance
> > 
> > 
> > 
> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > Yahoo! Groups Links
> > 
> > 
> > 
> > 
> >
>




Please note that this group is for discussion between users only.

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