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Please turn off HTML encoding in a Newsgroup (Amibroker). Thanks.
-= Chris ß =-
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On Wed, 05 Feb 2003 08:13:17 -0500, you wrote:
> "Al Venosa" <avcinci@xxxxxxxxxxx>
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><P>Fred,</P>
><P>Margin is not what Nand was referring to. If you add the following line to your code:</P>
><P>PositionSize=10000;</P>
><P>then the size of all your trades will be limited to $10,000. If you look at your htm report, you will see that your position sizes increase geometrically because your profits are increasing geometrically. Your last trade was a $50 million position! I don't think you'd be making that kind of trade realistically. :-)) By limiting your position size to $10,000, you force AB not to compound your winnings and thus your position sizes. I'm sure your results will look good anyway, but perhaps not nearly as good as with compounding turned on. <BR><BR>Al Venosa<BR>
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