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Yes ... BUT, only each group of trades at a time so if after one
group of trades it's 1/10th after two it's 1/100th, 3 1/1000th etc.
Again it's NOT about position sizing. it IS about compounding.
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> Tomaasz wrote:
>
> > In other words PositionSize refers to TOTAL available equity.
>
>
> Fred wrote:
> 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 ?
> 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.
>
> there's one thing I want to confirm:
>
> 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?
>
> thanks,
> dave
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