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Hi Tomasz,
I'm still having just a little trouble getting *exactly* what I want,
Tomasz.
There are 4 stocks involved in this test group. Three of them have
minimum trading block sizes of 1,000 shares (you cannot buy less and
must buy in that multiple). The other has a trading block size of 1
single share (the ~US$ 3,500 stock).
The three stocks that have 1,000 share minimum purchase requirements,
I always trade in 15,000, 15,000, and 10,000 share blocks. The stock
that trades in single shares I trade in a block of 30.
When I set the RoundLotSize to the true round lot (i.e. 1,000 shares,
or 1 share), it truncates the fractional shares, which is nice, and
allows me to buy just under my normal trade size if I bump up against
my cash allocation level -- which happens sometimes if price jumps,
so I like that. But, sometimes I see share amounts more than my
NumberOfSharesToBuy statement, which I don't like.
The 10,000 share block stock seems fine. Always 10,000 shares in the
report. The two 15,000 block stocks sometimes report 16,000 share
positions however. And the single stock gets as high as 33 shares.
Why is this?
If I set RoundLotSize to the full size of the block I trade, I get
nothing if I bump against the cash ceiling, so I'd like to avoid
using that setting.
Yuki
Wednesday, February 19, 2003, 10:54:40 PM, you wrote:
TJ> Yuki,
TJ> Yes you can even write just
TJ> RoundLotSize = NumberOfSharesToBuy;
TJ> But I advice to use 10, 100
TJ> because otherwise when you don't have enough funds for
TJ> given position it will be set to zero.
TJ> Best regards,
TJ> Tomasz Janeczko
TJ> amibroker.com
TJ> ----- Original Message -----
TJ> From: "Yuki Taga" <yukitaga@xxxxxxxxxxxxx>
TJ> To: "Tomasz Janeczko" <amibroker@xxxxxxxxxxxxxxx>
TJ> Sent: Wednesday, February 19, 2003 2:33 PM
TJ> Subject: Re: [amibroker] share size question
>> Hi Tomasz,
>>
>> Wednesday, February 19, 2003, 10:18:55 PM, you wrote:
>>
>> TJ> You should set ROUND LOT SIZE in the Settings to 1 or 10 or 100
>> TJ> which ever rounding you prefer. You can control rounding also
>> TJ> from the formula by RoundLotSize variable.
>>
>> If I am testing multiple securities, can I set up a list as I've done
>> with NumberOfSharesToBuy?
>>
>> For example, can I have . . .
>>
>> RoundLotSize = IIf( Name() == 8603, 15000, etc., etc.
>>
>> Best,
>>
>> Yuki
>>
>> mailto:yukitaga@xxxxxxxxxxxxx
>>
>>
>> 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 http://docs.yahoo.com/info/terms/
>>
>>
>>
TJ> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
TJ> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
TJ> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
TJ> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
Best,
Yuki
mailto:yukitaga@xxxxxxxxxxxxx
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 http://docs.yahoo.com/info/terms/
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