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Hello,
1. There is a separate group to discuss beta
releases
<A
href="">http://www.egroups.com/messages/amibroker-beta
2. You can apply the formula without change as it does NOT
reference equity at any point.
3. To implement ATR-based stop that uses percentage of
PORFOLIO equity
use formula described in the amibroker-beta
group:
PositionSize = -2 * BuyPrice/(10*ATR(10));That way you are
investing investing 2% of PORTFOLIO equity in the trade adjustedby
BuyPrice/10*ATR factor.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tony/Dianne
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">Amibroker Group
Sent: Saturday, October 11, 2003 11:29
PM
Subject: [amibroker] Re: PositionSize in
Portfolio Backtest
Hi All,
To explain further, I need to code PositionSize using the
following technique (from Help).
Buy = <your buy formula here>Sell = 0; //
selling only by stop
TrailStopAmount = 2 * ATR( 20 );Capital = 100000; /* IMPORTANT:
Set it also in the Settings: Initial Equity */
Risk = 0.01*Capital;PositionSize =
(Risk/TrailStopAmount)*BuyPrice;ApplyStop( 2, 2,
TrailStopAmount, 1 );
To do so in Portfolio Backtest, I need to have
access to the Portfolio Equity amount.
How may I gain that access?
Regards,
Tony
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