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[amibroker] More fun with PositionSize and MarginDeposit...



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This AmiBroker bunch is pretty bright, so you have probably 
been using this before...
And, as if you don't have enough indicator parameters to run 
through OPTIMIZE...
 
Optimize can be used to control various position size 
scenarios:
(I "do" futures, so I use MarginDeposit)
 
(BUY and SELL rules)
 
EQ= Equity(1);MD=MarginDeposit;
PS1= -10; // 10% of equityPS2= -15; // 
15% of equityPS3= IIf(EQ < (20 * MD), MD ,IIf(EQ>=(20*MD) AND 
EQ<(50 * MD), 5*MD, 15*MD )); // Tiered position size
 
PSO=Optimize("Position Size Option", 2, 1, 3, 
1);PS = IIf(PSO==1, PS1, IIf(PSO==2, PS2, 
PS3));PositionSize=PS;
 
-CS






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