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Hi Graham
Initial capital is 10000. Im running in futures mode.
tks
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> What is your initial capital size, maybe you are using this up in
the first
> trade.
>
>
>
> Cheers,
> Graham
>
> <http://groups.msn.com/ASXShareTrading>
> http://groups.msn.com/ASXShareTrading
>
> <http://groups.msn.com/FMSAustralia>
http://groups.msn.com/FMSAustralia
>
> -----Original Message-----
> From: Andrew Smith [mailto:andy_kovacs@x...]
> Sent: Tuesday, 20 May 2003 8:32 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Contracts and position value
>
>
>
> Hi - I was wondering if anyone could explain this to me:
>
>
>
> Im using the following code
>
>
>
> stop=IIf(Buy,stoplong,IIf(Short,stopshort,0)); // stoplong and
stopshort are
> values calculated by a trailing stop jscrip I found on the site
>
> PointValue = 1;
>
> RoundLotSize=1;
>
> risk=100; //fixed value in $ per position
>
> NumContracts = IIf(risk/stop>1,round(risk/stop),0);
>
> MarginDeposit=1;
>
> PositionSize = NumContracts * MarginDeposit;
>
> Now, my problem is the following. When I run an explore,
numcontracts works
> fine and I get the numbers Im expecting. However, when I backtest,
I get
> exponential results. Fr the first position of any instrument I get
1e006,
> the rest are zero. Position value comes out at 0.
>
> How are contracts and position value calculated? If I know this I
can amend
> my code ...
>
> Thanks
>
> Andy
>
>
>
>
>
>
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