|
PureBytes Links
Trading Reference Links
|
Tomasz,
I was under the impression that when PositionSize is specified, the
trade will be that amount if funds are available or no trade if
adequate funds are not available. If so, the B&H amount can be
determined.... Does position shrinking work with PositionSize,
complicating the issue?
Is my understanding correct?
Ara
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Ara,
>
> In B&H calculation all equity is invested regardless of position
size variable.
>
> Since PositionSize can vary from trade to trade AmiBroker
> is not able to guess what value of PositionSize should be used for
> B&H. Maximum, minimum, average ?
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "akaloustian" <ara1@xxxx>
> To: <amibroker@xxxx>
> Sent: Monday, October 28, 2002 4:06 AM
> Subject: [amibroker] Tomasz - PositionSize
>
>
> > When I testing with PositionSize specified, and compare results
> > without positionsize, the results for the strategy change
properly,
> > but the B&H results do not change.
> >
> > I beleive the B&H results should be the same for % returns but
the
> > absolute $ return should change (assuming total equity and
position
> > size are different)
> >
> > Ara
> >
> >
> >
> > Post AmiQuote-related messages ONLY to: amiquote@xxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
|