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Re: [amibroker] Position Sizing in Amibroker



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Al,

I wrote a number of times that it will allow any that.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Al Venosa" <avcinci@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, October 29, 2002 2:59 PM
Subject: [amibroker] Position Sizing in Amibroker


> Question for Tomasz: Recently, someone on Van Tharp's forum asked the 
> following question: "Does the new Metastock v8 do proper position 
> sizing as per Van Tharp's teachings?" Tharp's response was as 
> follows: "For a software package to do proper position sizing, 
> especially on historical testing, the software would have to be 
> totally re-written. Most software is designed to optimize systems by 
> letting you look at a lot of data in a single stock (commodity) all 
> at once. To do position sizing you have to look at multiple positions 
> at a single instant in time. It's a totally different approach. Thus, 
> unless something is either totally rebuilt or developed from scratch 
> with the idea of position sizing, it won't happen. And most people 
> would rather optimize their systems, right?"
> 
> My question, then, for TJ is: when you make the leap to incorporate 
> pyramiding in a future version of AB, will you design it such that 
> one can do what Tharp is referring to above, i.e., look at multiple 
> positions at a single instant in time? Thanks.
> 
> Al V. 
> 
> 
> 
> 
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