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Tomasz kindly came to the rescue again with this explanation which
may help others avoid the same problem i had:
initial value of PositonSize is -100. Negative values represent
PERCENT of available equity.
-100 means 100% of equity. Your min(x,y) will always give -100.
Also PositionSize is the ARRAY not a single value, and each bar
represents the suggested position value
if trade is entered at that bar. To carry forward the value you can
use ValueWhen function.
--- In amibroker@xxxxxxxxxxxxxxx, "gerryjoz" <gerryj@xxxx> wrote:
> 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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