|
PureBytes Links
Trading Reference Links
|
Yes
Sid, if you wanted a good trading system, but this is just some almost random
code, please: let nobody consider this a valid trading system. I just typed this
in to generate the signals needed to illustrate the PositionSizing question.
<FONT face=Arial color=#0000ff
size=2>
The
question is why we get different results; I expected the profits to be
the same.
<FONT face=Arial color=#0000ff
size=2>
The Q
signal blocks a number of trades and i thought that would be the same as setting
those trades to zero position size. But it isn't....in the real system
the profits differ by a factor of ten :-( if there is a difference i think it is
improtant to know the difference because the PositionSize is used
frequently.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Herman.
<FONT face=Tahoma
size=2>-----Original Message-----From: Sidney Kaiser
[mailto:s9kaiser@xxxxxxxxxxx]Sent: Wednesday, February 12, 2003
3:14 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] PositionSize QuestionAt 05:50 PM 02/12/2003
-0800, you wrote:
Hello,If I test the code segments
one and two below separately, why do i getdifferent
results?Ind=scCMO(C,6);Buy=Cross(-20,Ind);Sell=Cross(Ind,20);Short
= Sell;Cover = Buy;Q = MA(C,5) > MA(C,20); // Just a test
signal// Code segment one//Buy = Buy AND
Q; // Trades are executed when
Q==1//Short = Short AND Q; // Trades are not executed when
Q==0shouldn't that be Short = Short
AND NOT Q ???Sid
// Code segment twoPositionSize = Q *
-100; // When Q==0 my PS is 0%, when Q==1 my PS is 100%.Thanks for
any explanation you can give,Herman.Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A href=""
eudora="autourl">http://groups.yahoo.com/group/amiquote/messages/)Check
group FAQ at: <A
href=""
eudora="autourl">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to <A
href=""
eudora="autourl">http://docs.yahoo.com/info/terms/
---Incoming mail is certified Virus Free.Checked
by AVG anti-virus system (<A href=""
eudora="autourl">http://www.grisoft.com).Version: 6.0.449 / Virus
Database: 251 - Release Date: 01/27/2003Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(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 the Yahoo! Terms of Service.
|