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My method for testing a system for the first time
is to set the Initial Equity to a very large number in the settings, then use
PositionSize = XXX in the AFL. Then, every trade uses XXX dollars for its
position size. This gives accurate results for av win / av loss and winning
trade percentage, but the overall profit is meaningless.
When I have optimized or tweaked the system to get
good expectancy, then I set realistic equity and position sizing to evaluate
equity performance and overall profit, etc.
Peter K
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Luca
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, August 01, 2003 1:01
AM
Subject: [amibroker] I need help for
equity line...
I would like that the bought amount in test phase to be
always the itself one. I explain to myself. If the Initial Equity is
fixed to 10000 point, I would like that for every operation they were used
10000 points and not increased or lessen of the points lost or earned
previously.Can someone help me .. Thank in advance and sorry for
my bad english..Send
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