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David,
I find it is a very good question,
I suppose that Ami backtests for each stock separateley and doesn't
take care of the capital for the entire universe of stocks.
what you propose will be the first step of an evolution toward a
Monte Carlo Analysis
What Think Tomasz ??
stephane
> I think this has been asked before , but I will ask again how does
AB select trades V's available equity there maybe 20 buy condition
that are true but only enough $$ to take 8 of them ?
>
> David
> ----- Original Message -----
> From: Tomasz Janeczko
> To: amibroker@xxxx
> Sent: Tuesday, April 23, 2002 6:19 AM
> Subject: Re: [amibroker] Re: equity curve
>
>
> David,
>
> Make sure you don't have a typo-error in PositionSize
> (if it is spelled correctly it is displayed in bold by AFL editor)
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: David Holzgrefe
> To: amibroker@xxxx
> Sent: Monday, April 22, 2002 10:59 AM
> Subject: Re: [amibroker] Re: equity curve
>
>
> thanks stephane, i have my intial equity set in the settings at
50000 and my code has the positionsize = 5000
> the curve is still based on 50000 not the 5000 per trade ..
>
> David
> ----- Original Message -----
> From: nenapacwanfr
> To: amibroker@xxxx
> Sent: Monday, April 22, 2002 6:33 PM
> Subject: [amibroker] Re: equity curve
>
>
> David,
>
> it seems that equity take care of the positionsize, but often
we
> forget that the equity is dependant of the settings+++
>
> if your position size is >> initial equity, sure the equity
fct
> doesn't pay attention to the position size.
>
> stephane
>
>
> > Hi All , I noticed the equity curve doesn't pay attention
to the
> positionsize = XXXX
> >
> > is there a way to make it ? also any suggestion as to how
to get
> it to create a curve for the whole backtest results not just
each
> code ?
> >
> > I guess some of these item will come with future upgrades :)
> >
> > Regards
> >
> >
> > David Holzgrefe
> > msn messenger dtholz@xxxx
> > icq 21622812
> >
> >
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