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thanks Tomasz, I realized that the percentage figures must be relative to
the entire account size.
however, the way profits are reinvested if positionsize isn't 100% seems
very strange to me, possibly not what you intend.
look at these two trades, the first two in one of the stocks at 100%
positionsize:
Profit Shares Position
948.62 632.41 10,000.00
276.68 632.41 10,948.60
the first trade made $948.62 profit, which the second trade invested, taking
a $10,948.60 position.
here's the same two trades with 10% positionsize:
Profit Shares Position
94.86 63.24 1,000.00
25.51 58.31 1,009.49
the first trade made $94.86 profit, but the second one invested only 10% of
that profit, taking a $1,009.49 position. that doesn't make sense to me.
am I off base here? in what situations is this behavior appropriate? is
there any way to get AB to invest all profits from each stock if
positionsize isn't 100%?
thanks,
dave
> Indeed % results are accurate but always related to total initial equity,
> regardless of position size you set with each trade. If you have
> 90% of equity in cash your percentage risk/drawdown/etc is of course 1/10
> of values that you would expect trading 100% of your funds.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
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