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Hi Tomasz,
I see that you are planning some updates in the Automatic Analysis. I
would like to have a way to control the number of concurrent trades
that can be made by the AA. Possibilities:
1. ability to set position size (already exists)
2. ability to set max number of positions
or,
3. ability to set max account size - different from position size.
Also probably a good idea for the Auto Ananyzer to be 'aware' of
account size so that if funds are lost, less trades are possible and
if funds are generated, more trades are possible. This probably opens
up a whole other can of worms - so maybe the function should be
selectable with radio button. ????
Thanks again for the fantastic program!
Best Regards,
Cliff Elion
--- In amibroker@xxxx, "Tomasz Janeczko" <tj@xxxx> wrote:
> Hello,
>
>
> >From: "Jaco Jonker" <jjonker@xxxx>
> >
> > I just felt compelled to deliver my sixpence worth of comment on
the Buy and
> > Hold issue.
> >
> > [...]
> > Thirdly Ami doesn't support any interest calculation in Automatic
Analysis
> > which would even out the playing field a bit more, but then again
dividends
> > for the B&H scenario would have changed the picture back into
B&H's favour
> > again.
> Interest calculation will be included soon (in 3.7 I suppose)
>
> > [...]
> >
> > To be totally honest and with all due respect to TJ the B&H
figures in the
> > AA testing is worthless to me as it changes with every system you
test.
> It was discussed already why this happens ( the thread "buy and
hold results change"
> from June 7, 2001).
> And it happens only when your system generates signals so rarely
that some stocks
> do not generate any trade at all in testing period.
> At that time John R. suggested a solution to this problem and this
one will be implemented.
>
>
>
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
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