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I am finding that sometimes PositionSize grows too high for a
reasonably balanced portfolio (ie more than i would ever lay out on a
single stock).
Tomasz kindly provided a solution to an earlier problem which is the
value for "y" below.
When i code this (trying to get round the 2nd problem i encountered)
/*----------------------*/
x=PositionSize;
y=BuyPrice*EMA(V,10)*.5;
/*don't try to buy the whole company!*/
z=Min(x,y);
z=Min(100000,z); // clumsy but shows the problem best
PositionSize=z;
/*----------------------*/
PositionSize still went above 100000 for some stocks in backtesting.
Position shrinking is turned on.
The initial equity is 10000.
Can some kind person tell me where i have gone wrong in the coding,
please?
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