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RE: [amibroker] PositionSize Question



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The moment I hit Backtest the link to the database disappeared.



<font size=3 color=teal
face="Times New Roman">Cheers,
Graham



 

<span
>-----Original Message-----
From: Herman van den Bergen
[mailto:psytek@xxxxxxxx] 
Sent: Thursday, 13 February 2003
12:06 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker]
PositionSize Question

<font size=2
face="Times New Roman"> 



<font size=2 color=blue
face=Arial>This
shouldn't happen, as far as I know there is no connection between the two.
Perhaps you "unloaded" the MS plug in temporarily?





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face=Arial>Herman.





-----Original Message-----
From: Graham
[mailto:gkavanag@xxxxxxxxxxxxxx]
Sent: Wednesday, February 12, 2003
4:29 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker]
PositionSize Question

<font size=2
face="Courier New">I just tried the plugin and
it removed the database settings link to my<font
face="Courier New">
external MS database. Luckily only temporary as it
returned when AB
closed and re-opened.

Cheers,
Graham


-----Original Message-----
From: Anthony Faragasso [mailto:ajf1111@xxxxxxxx] 
Sent: Thursday, 13 February 2003 7:50 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] PositionSize Question

Graham,

That is a plugin provided by Stephane
Carrasset....it should be in the
3rd party area.

Anthony

Graham wrote:

>  I just get an error in the first line.
What is scCMO?
>
> Cheers,
> Graham
>
>
> -----Original Message-----
> From: Herman van den Bergen
[mailto:psytek@xxxxxxxx]
> Sent: Thursday, 13 February 2003 9:51 AM
> To: Amibroker@xxxxxxxxxxxx Com
> Subject: [amibroker] PositionSize Question
>
> Hello,
>
> If I test the code segments one and two below
separately, why do i get
>
> different 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==0
>
> // Code segment two
> PositionSize = Q * -100; // When Q==0 my PS
is 0%, when Q==1 my PS is
> 100%.
>
> Thanks for any explanation you can give,
> Herman.
>
>
>
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