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<SPAN
class=094423511-18092003>Tomaasz wrote:
<SPAN
class=094423511-18092003>
> In other words
PositionSize refers to TOTAL available equity.
<FONT face="Courier New" color=#0000ff
size=2>Fred wrote:
<BLOCKQUOTE
>
In the first situation you are investing the ENTIRE balance in every
trade. You're first trade brought the acct balance up by 948.60 and
so it used the ENTIRE balance in the second trade.In the second
situation you are investing 10% of your balance in every trade. Your
first trade prought the account balance up by 94.86 or 1/10 of what you
got in situation 1. Your second trade is again investing 10% of the
acct balance which is what it did. Where's the confusion ?<SPAN
class=094423511-18092003><FONT color=#0000ff
size=2>
I get that
10% of total available equity is invested
in each stock when positionsize is 10%, and that the percentage returns shown
for each stock are relative to the entire account
value.
<FONT color=#0000ff
size=2>
there's
one thing I want to confirm:
<FONT color=#0000ff
size=2>
the total
return on account is given as 17% in the case I posted, which is the
average of the percentage returns of the individual stocks. the individual
returns are relative to the entire account value, not the individual stocks
themselves. so doesn't it follow that the overall average figure is 1/10 of
the actual overall return on the account?
<FONT color=#0000ff
size=2>
<FONT color=#0000ff
size=2>thanks,
<FONT color=#0000ff
size=2>dave
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